+386.6%
PSX vs ROL
+205.3%
+181.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.9% |
| 7D | +1.8% | -3.3% | +5.1% | +2.5% |
| 30D | +21.6% | -7.2% | +28.9% | +23.6% |
| 3M | +46.5% | -27.0% | +73.4% | +56.4% |
| 6M | +62.0% | -39.5% | +101.5% | +79.9% |
| YTD | +106.3% | -41.8% | +148.1% | +130.7% |
| 1Y | +103.0% | -38.9% | +141.8% | +123.8% |
| 3Y | +135.5% | -0.4% | +135.9% | +126.4% |
| 5Y | +368.5% | -4.2% | +372.7% | +345.7% |
| 10Y | +386.6% | +208.2% | +178.4% | +194.5% |
| All | +386.6% | +205.3% | +181.2% | +194.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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