+369.8%
PSX vs ROIV
+232.7%
+137.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.1% |
| 7D | +4.5% | +0.6% | +3.9% | +4.5% |
| 30D | +26.6% | +1.0% | +25.7% | +26.5% |
| 3M | +39.3% | +18.3% | +21.0% | +38.1% |
| 6M | +56.8% | +18.3% | +38.5% | +55.3% |
| YTD | +101.8% | +61.0% | +40.9% | +96.3% |
| 1Y | +99.6% | +177.9% | -78.3% | +87.8% |
| 3Y | +140.3% | +199.1% | -58.7% | +123.6% |
| 5Y | +339.3% | +250.7% | +88.6% | +262.9% |
| All | +369.8% | +232.7% | +137.2% | +278.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling