+103.0%
PSX vs ROP
-24.5%
+127.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +2.0% | +0.6% |
| 7D | +1.8% | -6.1% | +7.9% | +1.6% |
| 30D | +21.6% | -3.4% | +25.0% | +21.5% |
| 3M | +46.5% | +16.7% | +29.8% | +46.1% |
| 6M | +62.0% | +8.1% | +53.9% | +60.6% |
| YTD | +106.3% | -11.7% | +118.0% | +96.3% |
| 1Y | +103.0% | -24.2% | +127.2% | +87.7% |
| All | +103.0% | -24.5% | +127.5% | +87.7% |
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