+435.2%
ROIV vs PPG
-13.2%
+448.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | +9.5% | -1.2% | +10.7% | +10.0% |
| 30D | +21.0% | +21.2% | -0.2% | +13.0% |
| 3M | +18.7% | +8.2% | +10.5% | +15.1% |
| 6M | +44.5% | +17.2% | +27.3% | +35.2% |
| YTD | +92.9% | +25.0% | +67.9% | +74.5% |
| 1Y | +100.2% | +33.5% | +66.7% | +76.4% |
| 3Y | +375.0% | +4.2% | +370.9% | +355.0% |
| 5Y | +435.2% | -12.7% | +447.8% | +310.2% |
| All | +435.2% | -13.2% | +448.4% | +310.2% |
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