+291.1%
ROIV vs PFGC
+140.6%
+150.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.0% | +0.6% | +3.5% |
| 7D | +13.3% | +10.8% | +2.5% | +9.9% |
| 30D | +14.8% | +17.8% | -3.0% | +9.3% |
| 3M | +11.9% | -2.7% | +14.6% | +12.3% |
| 6M | +42.4% | +20.0% | +22.4% | +34.0% |
| YTD | +87.4% | +24.3% | +63.1% | +73.6% |
| 1Y | +97.2% | +13.2% | +84.0% | +87.7% |
| 3Y | +375.7% | +85.9% | +289.8% | +289.8% |
| 5Y | +379.0% | +141.0% | +238.0% | +274.9% |
| All | +291.1% | +140.6% | +150.5% | +204.8% |
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