+73.6%
PSA vs ROIV
+232.7%
-159.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.3% |
| 7D | -3.7% | +0.6% | -4.3% | -3.7% |
| 30D | -7.7% | +1.0% | -8.7% | -7.8% |
| 3M | -0.6% | +18.3% | -18.9% | -1.7% |
| 6M | -0.9% | +18.3% | -19.2% | -2.2% |
| YTD | +18.7% | +61.0% | -42.3% | +14.9% |
| 1Y | +7.6% | +177.9% | -170.2% | +0.8% |
| 3Y | +23.7% | +199.1% | -175.4% | +14.4% |
| 5Y | +13.7% | +250.7% | -237.0% | +2.7% |
| All | +73.6% | +232.7% | -159.1% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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