+376.4%
PSX vs ROIV
+298.6%
+77.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.6% | +3.1% |
| 7D | -0.4% | +9.5% | -9.8% | -0.7% |
| 30D | -8.1% | +21.0% | -29.1% | -8.8% |
| 3M | +15.9% | +18.7% | -2.8% | +15.0% |
| 6M | +49.4% | +44.5% | +4.9% | +46.6% |
| YTD | +104.7% | +92.9% | +11.8% | +97.4% |
| 1Y | +89.1% | +100.2% | -11.1% | +81.9% |
| 3Y | +151.7% | +375.0% | -223.3% | +130.6% |
| 5Y | +298.3% | +435.2% | -136.9% | +242.3% |
| All | +376.4% | +298.6% | +77.9% | +280.8% |
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