+345.8%
PSX vs ROL
+222.1%
+123.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.1% | +0.9% | +2.6% |
| 7D | -8.0% | +7.5% | -15.5% | -9.4% |
| 30D | -9.0% | +21.1% | -30.2% | -12.7% |
| 3M | +24.7% | +3.1% | +21.6% | +23.6% |
| 6M | +49.3% | -27.4% | +76.8% | +59.2% |
| YTD | +100.2% | -34.7% | +134.9% | +117.8% |
| 1Y | +88.8% | -32.9% | +121.8% | +104.1% |
| 3Y | +152.5% | +6.1% | +146.3% | +139.8% |
| 5Y | +283.2% | +16.3% | +266.9% | +246.7% |
| 10Y | +345.8% | +214.9% | +130.9% | +164.0% |
| All | +345.8% | +222.1% | +123.7% | +164.0% |
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