+150.2%
PSX vs ROIV
+384.4%
-234.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.6% | +3.1% |
| 7D | -0.4% | +9.5% | -9.8% | -0.9% |
| 30D | -8.1% | +21.0% | -29.1% | -9.2% |
| 3M | +15.9% | +18.7% | -2.8% | +14.4% |
| 6M | +49.4% | +44.5% | +4.9% | +44.2% |
| YTD | +104.7% | +92.9% | +11.8% | +87.7% |
| 1Y | +89.1% | +100.2% | -11.1% | +71.5% |
| All | +150.2% | +384.4% | -234.2% | +82.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling