+137.1%
PSX vs ROL
+7.0%
+130.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | +0.1% |
| 7D | +4.5% | -1.4% | +6.0% | +4.6% |
| 30D | +26.6% | -4.1% | +30.7% | +26.9% |
| 3M | +39.3% | -22.5% | +61.8% | +41.5% |
| 6M | +56.8% | -37.7% | +94.5% | +61.1% |
| YTD | +101.8% | -39.6% | +141.4% | +108.1% |
| 1Y | +99.6% | -36.0% | +135.6% | +105.1% |
| All | +137.1% | +7.0% | +130.1% | +125.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling