+235.9%
ROIV vs PFG
+186.2%
+49.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.1% | +1.9% |
| 7D | +0.6% | +5.5% | -4.9% | -0.9% |
| 30D | +1.0% | +2.4% | -1.4% | +0.2% |
| 3M | +18.3% | +13.6% | +4.7% | +13.6% |
| 6M | +18.3% | +27.9% | -9.6% | +9.7% |
| YTD | +61.0% | +35.6% | +25.4% | +46.5% |
| 1Y | +177.9% | +48.5% | +129.4% | +145.6% |
| 3Y | +199.1% | +66.9% | +132.2% | +153.2% |
| 5Y | +250.7% | +111.0% | +139.8% | +186.4% |
| All | +235.9% | +186.2% | +49.6% | +170.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling