+316.5%
ROIV vs PPG
-18.4%
+334.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -2.5% | +21.2% | +19.6% |
| 7D | +20.2% | 0.0% | +20.1% | +19.9% |
| 30D | +14.1% | -7.8% | +21.9% | +17.2% |
| 3M | +45.6% | -2.2% | +47.8% | +45.8% |
| 6M | +44.1% | +4.1% | +40.0% | +40.3% |
| YTD | +91.2% | +9.1% | +82.1% | +82.0% |
| 1Y | +221.3% | +1.0% | +220.3% | +214.4% |
| 3Y | +229.2% | -13.3% | +242.5% | +235.9% |
| 5Y | +316.5% | -19.2% | +335.7% | +261.6% |
| All | +316.5% | -18.4% | +334.8% | +261.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling