+362.4%
ROIV vs PPG
+4.6%
+357.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | +9.5% | -1.2% | +10.7% | +10.0% |
| 30D | +21.0% | +21.2% | -0.2% | +13.4% |
| 3M | +18.7% | +8.2% | +10.5% | +15.4% |
| 6M | +44.5% | +17.2% | +27.3% | +35.3% |
| YTD | +92.9% | +25.0% | +67.9% | +74.1% |
| 1Y | +100.2% | +33.5% | +66.7% | +75.6% |
| All | +362.4% | +4.6% | +357.8% | +372.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling