+341.9%
ROIV vs PNR
+15.6%
+326.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.7% | -4.0% |
| 7D | +9.2% | -2.3% | +11.5% | +9.9% |
| 30D | +19.9% | +29.3% | -9.4% | +11.0% |
| 3M | +10.6% | +4.1% | +6.5% | +9.2% |
| 6M | +36.1% | -8.6% | +44.7% | +39.3% |
| YTD | +84.3% | -33.6% | +117.9% | +111.3% |
| 1Y | +87.6% | -36.4% | +123.9% | +118.8% |
| All | +341.9% | +15.6% | +326.3% | +277.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling