+306.9%
PSX vs ROIV
+413.4%
-106.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.4% | +6.1% | +1.8% |
| 7D | +6.4% | +9.2% | -2.8% | +6.0% |
| 30D | -10.2% | +19.9% | -30.1% | -11.0% |
| 3M | +17.2% | +10.6% | +6.6% | +16.4% |
| 6M | +51.8% | +36.1% | +15.7% | +48.9% |
| YTD | +108.0% | +84.3% | +23.7% | +99.8% |
| 1Y | +96.1% | +87.6% | +8.6% | +88.1% |
| 3Y | +155.9% | +353.9% | -198.1% | +131.3% |
| 5Y | +306.9% | +376.1% | -69.2% | +234.4% |
| All | +306.9% | +413.4% | -106.4% | +234.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling