+1,112.1%
PSX vs ROL
+620.6%
+491.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | +0.1% |
| 7D | +4.5% | -1.4% | +6.0% | +4.9% |
| 30D | +26.6% | -4.1% | +30.7% | +28.0% |
| 3M | +39.3% | -22.5% | +61.8% | +48.9% |
| 6M | +56.8% | -37.7% | +94.5% | +77.6% |
| YTD | +101.8% | -39.6% | +141.4% | +130.0% |
| 1Y | +99.6% | -36.0% | +135.6% | +123.0% |
| 3Y | +140.3% | -5.1% | +145.5% | +133.2% |
| 5Y | +339.3% | -3.4% | +342.7% | +313.6% |
| 10Y | +369.9% | +215.2% | +154.6% | +130.5% |
| All | +1,112.1% | +620.6% | +491.5% | +295.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling