+341.2%
ROIV vs PSKY
-78.6%
+419.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.8% | +3.3% | -1.7% |
| 7D | -5.4% | -24.6% | +19.2% | -6.4% |
| 30D | -18.3% | -36.1% | +17.9% | -19.7% |
| 3M | +65.7% | -53.4% | +119.1% | +62.3% |
| 6M | +65.7% | -53.4% | +119.1% | +62.3% |
| YTD | +65.7% | -53.4% | +119.1% | +62.3% |
| 1Y | +96.0% | -58.4% | +154.3% | +94.9% |
| 3Y | +229.0% | -40.7% | +269.7% | +195.8% |
| All | +341.2% | -78.6% | +419.8% | +315.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling