+302.0%
ROIV vs PNR
+22.5%
+279.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.3% |
| 7D | +22.3% | -3.9% | +26.2% | +23.4% |
| 30D | +16.9% | -13.8% | +30.7% | +21.3% |
| 3M | +43.9% | -22.5% | +66.5% | +52.9% |
| 6M | +41.6% | -37.2% | +78.7% | +59.3% |
| YTD | +92.7% | -44.2% | +136.9% | +123.6% |
| 1Y | +210.2% | -46.6% | +256.8% | +264.2% |
| 3Y | +231.8% | -12.5% | +244.3% | +238.9% |
| 5Y | +319.8% | -19.3% | +339.1% | +249.0% |
| All | +302.0% | +22.5% | +279.5% | +245.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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