+235.9%
ROIV vs PPG
-12.3%
+248.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.0% |
| 7D | +0.6% | -1.5% | +2.1% | +1.1% |
| 30D | +1.0% | -5.0% | +5.9% | +2.5% |
| 3M | +18.3% | +1.1% | +17.2% | +17.3% |
| 6M | +18.3% | -3.2% | +21.5% | +18.5% |
| YTD | +61.0% | +11.9% | +49.1% | +53.3% |
| 1Y | +177.9% | +5.3% | +172.6% | +169.4% |
| 3Y | +199.1% | -15.0% | +214.1% | +206.0% |
| 5Y | +250.7% | -19.6% | +270.3% | +224.6% |
| All | +235.9% | -12.3% | +248.1% | +210.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling