+280.1%
ROIV vs PPG
-3.9%
+284.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | +1.7% | +0.7% | +0.9% | +1.5% |
| 30D | +17.6% | +17.6% | 0.0% | +11.9% |
| 3M | +9.0% | +7.5% | +1.5% | +6.3% |
| 6M | +35.3% | +17.6% | +17.7% | +27.6% |
| YTD | +82.2% | +22.6% | +59.6% | +68.3% |
| 1Y | +92.3% | +28.0% | +64.3% | +75.1% |
| 3Y | +336.8% | +1.8% | +335.0% | +323.4% |
| 5Y | +370.6% | -15.5% | +386.1% | +320.5% |
| All | +280.1% | -3.9% | +284.0% | +241.0% |
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