+389.2%
ROIV vs PFG
+92.7%
+296.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | +1.7% | +2.4% | -0.7% | +0.9% |
| 30D | +17.6% | +5.9% | +11.7% | +15.5% |
| 3M | +9.0% | -0.4% | +9.4% | +8.8% |
| 6M | +35.3% | +14.8% | +20.4% | +28.1% |
| YTD | +82.2% | +31.9% | +50.2% | +63.8% |
| 1Y | +92.3% | +38.8% | +53.5% | +69.4% |
| 3Y | +336.8% | +82.4% | +254.4% | +245.5% |
| All | +389.2% | +92.7% | +296.5% | +285.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PFG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling