+366.0%
PSX vs ROIV
+287.3%
+78.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.6% | -1.6% | +2.8% |
| 7D | -8.0% | +13.3% | -21.3% | -8.5% |
| 30D | -9.0% | +14.8% | -23.8% | -9.6% |
| 3M | +24.7% | +11.9% | +12.8% | +24.0% |
| 6M | +49.3% | +42.4% | +6.9% | +46.7% |
| YTD | +100.2% | +87.4% | +12.8% | +93.3% |
| 1Y | +88.8% | +97.2% | -8.4% | +81.7% |
| 3Y | +152.5% | +375.7% | -223.2% | +131.3% |
| 5Y | +283.2% | +379.0% | -95.8% | +229.1% |
| All | +366.0% | +287.3% | +78.7% | +272.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling