+337.3%
ROIV vs PFGC
+77.4%
+260.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.0% | +8.2% | +6.8% |
| 7D | +5.3% | +8.5% | -3.2% | +2.4% |
| 30D | +11.9% | +15.0% | -3.1% | +6.7% |
| 3M | +10.7% | -6.2% | +16.9% | +12.5% |
| 6M | +34.9% | +15.7% | +19.2% | +26.7% |
| YTD | +79.2% | +19.6% | +59.6% | +65.0% |
| 1Y | +89.0% | +13.2% | +75.8% | +77.5% |
| 3Y | +337.3% | +77.0% | +260.4% | +232.7% |
| All | +337.3% | +77.4% | +260.0% | +232.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling