+99.6%
PSX vs ROP
-21.5%
+121.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.7% | +0.1% |
| 7D | +4.5% | -4.4% | +9.0% | +4.4% |
| 30D | +26.6% | +3.2% | +23.4% | +26.7% |
| 3M | +39.3% | +23.1% | +16.2% | +39.2% |
| 6M | +56.8% | +13.3% | +43.5% | +55.8% |
| YTD | +101.8% | -7.9% | +109.7% | +92.1% |
| 1Y | +99.6% | -22.1% | +121.7% | +84.0% |
| All | +99.6% | -21.5% | +121.1% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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