+86.2%
PSX vs ROL
-32.6%
+118.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -7.8% | +3.4% | -11.2% | -7.9% |
| 30D | -9.9% | +20.8% | -30.6% | -10.7% |
| 3M | +16.9% | +3.7% | +13.2% | +17.2% |
| 6M | +48.0% | -27.7% | +75.6% | +51.7% |
| YTD | +98.3% | -34.9% | +133.3% | +108.8% |
| 1Y | +86.2% | -33.3% | +119.5% | +95.6% |
| All | +86.2% | -32.6% | +118.8% | +95.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling