+280.1%
ROIV vs PSLV
+83.7%
+196.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.8% |
| 7D | +1.7% | -6.3% | +8.0% | +2.8% |
| 30D | +17.6% | -12.7% | +30.3% | +20.1% |
| 3M | +9.0% | -24.7% | +33.7% | +13.7% |
| 6M | +35.3% | -44.6% | +79.9% | +47.5% |
| YTD | +82.2% | -33.3% | +115.4% | +88.1% |
| 1Y | +92.3% | -8.6% | +100.8% | +87.2% |
| 3Y | +336.8% | +108.2% | +228.6% | +260.9% |
| 5Y | +370.6% | +79.1% | +291.5% | +276.0% |
| All | +280.1% | +83.7% | +196.4% | +199.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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