+316.5%
ROIV vs PNR
-17.7%
+334.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -2.6% | +21.4% | +19.5% |
| 7D | +20.2% | -3.0% | +23.2% | +21.1% |
| 30D | +14.1% | -14.9% | +29.1% | +19.5% |
| 3M | +45.6% | -19.0% | +64.6% | +53.5% |
| 6M | +44.1% | -35.9% | +80.1% | +63.4% |
| YTD | +91.2% | -43.1% | +134.3% | +124.4% |
| 1Y | +221.3% | -46.4% | +267.7% | +284.0% |
| 3Y | +229.2% | -10.8% | +240.0% | +232.4% |
| 5Y | +316.5% | -18.9% | +335.3% | +182.0% |
| All | +316.5% | -17.7% | +334.2% | +182.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling