+362.4%
ROIV vs PFGC
+82.7%
+279.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +9.5% | +1.5% | +8.0% | +8.9% |
| 30D | +21.0% | +17.4% | +3.6% | +14.7% |
| 3M | +18.7% | -2.4% | +21.1% | +19.2% |
| 6M | +44.5% | +18.2% | +26.3% | +35.0% |
| YTD | +92.9% | +23.7% | +69.2% | +75.8% |
| 1Y | +100.2% | +15.0% | +85.3% | +87.5% |
| All | +362.4% | +82.7% | +279.8% | +261.7% |
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