+222.4%
ROIV vs PSKY
-78.4%
+300.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.8% | +3.3% | -4.1% |
| 7D | -5.4% | -24.6% | +19.2% | -17.7% |
| 30D | -18.3% | -36.1% | +17.9% | -35.7% |
| 3M | +273.4% | -38.5% | +311.9% | +232.6% |
| 6M | +273.4% | -38.5% | +311.9% | +232.6% |
| YTD | +273.4% | -38.5% | +311.9% | +232.6% |
| 1Y | +273.4% | -38.5% | +311.9% | +232.6% |
| 3Y | +229.0% | -40.7% | +269.7% | +194.0% |
| 5Y | +457.0% | -80.0% | +537.0% | +429.3% |
| All | +222.4% | -78.4% | +300.8% | +210.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 10y: compounded portfolio wealth divided by compounded PSKY 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…
10y analysis · Full analysis span regression · 6 months rolling