+229.2%
ROIV vs PPG
-13.4%
+242.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -2.5% | +21.2% | +19.5% |
| 7D | +20.2% | 0.0% | +20.1% | +19.9% |
| 30D | +14.1% | -7.8% | +21.9% | +17.0% |
| 3M | +45.6% | -2.2% | +47.8% | +45.6% |
| 6M | +44.1% | +4.1% | +40.0% | +40.2% |
| YTD | +91.2% | +9.1% | +82.1% | +82.0% |
| 1Y | +221.3% | +1.0% | +220.3% | +214.7% |
| 3Y | +229.2% | -13.3% | +242.5% | +217.8% |
| All | +229.2% | -13.4% | +242.6% | +217.8% |
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