+296.1%
ROIV vs PFGC
+138.9%
+157.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | +14.3% | +15.0% | -0.7% | +9.7% |
| 30D | +16.2% | +17.0% | -0.8% | +10.9% |
| 3M | +15.1% | -2.5% | +17.6% | +15.4% |
| 6M | +44.2% | +19.2% | +25.0% | +35.9% |
| YTD | +89.8% | +23.4% | +66.4% | +76.2% |
| 1Y | +94.6% | +13.9% | +80.7% | +84.8% |
| 3Y | +367.5% | +82.0% | +285.5% | +285.3% |
| 5Y | +421.4% | +128.7% | +292.7% | +308.1% |
| All | +296.1% | +138.9% | +157.1% | +209.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling