+352.6%
PSX vs ROIV
+270.3%
+82.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.2% | -6.7% | -0.8% |
| 7D | -13.1% | +5.3% | -18.5% | -13.3% |
| 30D | -9.5% | +11.9% | -21.4% | -10.0% |
| 3M | +20.2% | +10.7% | +9.5% | +19.5% |
| 6M | +44.9% | +34.9% | +10.0% | +42.6% |
| YTD | +94.4% | +79.2% | +15.2% | +88.1% |
| 1Y | +83.1% | +89.0% | -5.9% | +76.4% |
| 3Y | +132.2% | +337.3% | -205.2% | +113.3% |
| 5Y | +278.8% | +402.3% | -123.5% | +226.8% |
| All | +352.6% | +270.3% | +82.3% | +262.8% |
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 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