+284.5%
ROIV vs PPG
-4.1%
+288.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.3% | -3.8% |
| 7D | +9.2% | -0.2% | +9.4% | +9.3% |
| 30D | +19.9% | +17.7% | +2.2% | +14.1% |
| 3M | +10.6% | +7.4% | +3.2% | +7.9% |
| 6M | +36.1% | +16.4% | +19.7% | +28.8% |
| YTD | +84.3% | +22.4% | +61.9% | +70.4% |
| 1Y | +87.6% | +28.6% | +59.0% | +70.5% |
| 3Y | +353.9% | +2.0% | +351.9% | +339.7% |
| 5Y | +376.1% | -15.6% | +391.7% | +325.6% |
| All | +284.5% | -4.1% | +288.6% | +245.1% |
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