+96.9%
PSX vs ROP
+10.4%
+86.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.9% | -8.5% | -4.5% |
| 7D | -5.2% | +11.7% | -16.9% | -5.2% |
| 30D | -3.7% | +35.5% | -39.2% | -3.9% |
| 3M | +26.8% | +25.6% | +1.1% | +26.2% |
| 6M | +47.3% | +39.3% | +8.0% | +45.0% |
| YTD | +105.4% | +11.6% | +93.8% | +96.0% |
| 1Y | +96.9% | +10.6% | +86.3% | +87.8% |
| All | +96.9% | +10.4% | +86.5% | +87.8% |
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