+302.4%
ROIV vs PNR
+48.4%
+254.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +9.5% | -3.7% | +13.2% | +10.5% |
| 30D | +21.0% | +33.1% | -12.1% | +12.2% |
| 3M | +18.7% | +3.7% | +15.0% | +17.3% |
| 6M | +44.5% | -7.7% | +52.2% | +46.5% |
| YTD | +92.9% | -32.4% | +125.3% | +112.5% |
| 1Y | +100.2% | -35.0% | +135.2% | +123.1% |
| 3Y | +375.0% | +17.1% | +357.9% | +351.5% |
| 5Y | +435.2% | +0.1% | +435.0% | +323.6% |
| All | +302.4% | +48.4% | +254.0% | +227.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling