+183.3%
ROIV vs PPG
-0.8%
+184.0%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +16.9% | -6.2% | +23.1% | +18.1% |
| 30D | +12.9% | -7.9% | +20.8% | +14.5% |
| 3M | +37.3% | -10.2% | +47.5% | +39.7% |
| 6M | +38.0% | +2.7% | +35.3% | +35.5% |
| YTD | +88.1% | +4.9% | +83.2% | +86.5% |
| 1Y | +183.3% | -3.2% | +186.5% | +182.6% |
| All | +183.3% | -0.8% | +184.0% | +182.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling