+293.7%
ROIV vs PSLV
+143.2%
+150.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.3% | +3.2% | -1.2% |
| 7D | +19.0% | -4.9% | +23.8% | +19.9% |
| 30D | +16.1% | -1.9% | +18.0% | +16.4% |
| 3M | +44.1% | +4.2% | +39.9% | +42.6% |
| 6M | +37.8% | -27.6% | +65.4% | +43.9% |
| YTD | +88.7% | -11.7% | +100.3% | +86.7% |
| 1Y | +197.3% | +49.3% | +148.0% | +166.2% |
| 3Y | +224.9% | +167.1% | +57.8% | +158.3% |
| 5Y | +311.0% | +151.7% | +159.4% | +215.9% |
| All | +293.7% | +143.2% | +150.5% | +197.2% |
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