+86.2%
PSX vs ROIV
+104.3%
-18.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.8% |
| 7D | -7.8% | +14.3% | -22.1% | -6.4% |
| 30D | -9.9% | +16.2% | -26.1% | -8.3% |
| 3M | +16.9% | +15.1% | +1.8% | +19.2% |
| 6M | +48.0% | +44.2% | +3.7% | +55.2% |
| YTD | +98.3% | +89.8% | +8.5% | +111.8% |
| 1Y | +86.2% | +94.6% | -8.4% | +101.1% |
| All | +86.2% | +104.3% | -18.1% | +101.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling