+363.8%
PSX vs ROL
-2.9%
+366.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +1.8% |
| 7D | +2.8% | -3.4% | +6.3% | +3.2% |
| 30D | +27.8% | -6.9% | +34.7% | +28.6% |
| 3M | +42.0% | -24.6% | +66.6% | +45.9% |
| 6M | +58.1% | -39.5% | +97.6% | +65.7% |
| YTD | +105.0% | -41.1% | +146.1% | +115.5% |
| 1Y | +104.9% | -37.9% | +142.8% | +114.0% |
| 3Y | +134.1% | +0.8% | +133.3% | +128.4% |
| 5Y | +363.8% | -4.7% | +368.5% | +364.9% |
| All | +363.8% | -2.9% | +366.7% | +364.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling