+386.6%
PSX vs ROP
+132.1%
+254.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +2.0% | +1.3% |
| 7D | +1.8% | -6.1% | +7.9% | +4.9% |
| 30D | +21.6% | -3.4% | +25.0% | +23.3% |
| 3M | +46.5% | +16.7% | +29.8% | +33.8% |
| 6M | +62.0% | +8.1% | +53.9% | +53.2% |
| YTD | +106.3% | -11.7% | +118.0% | +115.5% |
| 1Y | +103.0% | -24.2% | +127.2% | +129.8% |
| 3Y | +135.5% | -19.0% | +154.5% | +152.7% |
| 5Y | +368.5% | -15.9% | +384.4% | +376.4% |
| 10Y | +386.6% | +135.7% | +250.9% | +159.6% |
| All | +386.6% | +132.1% | +254.4% | +159.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling