+293.7%
ROIV vs PPG
-18.1%
+311.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.5% |
| 7D | +19.0% | -5.1% | +24.1% | +20.7% |
| 30D | +16.1% | -9.6% | +25.7% | +19.6% |
| 3M | +44.1% | -6.4% | +50.5% | +46.3% |
| 6M | +37.8% | +0.5% | +37.3% | +36.0% |
| YTD | +88.7% | +4.4% | +84.2% | +83.2% |
| 1Y | +197.3% | -0.9% | +198.2% | +193.3% |
| 3Y | +224.9% | -17.0% | +241.9% | +234.6% |
| 5Y | +311.0% | -23.7% | +334.7% | +288.1% |
| All | +293.7% | -18.1% | +311.8% | +271.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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