+152.5%
PSX vs ROP
-5.7%
+158.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +4.0% | +3.2% |
| 7D | -8.0% | -1.6% | -6.4% | -7.8% |
| 30D | -9.0% | +29.5% | -38.6% | -13.6% |
| 3M | +24.7% | +17.5% | +7.2% | +20.5% |
| 6M | +49.3% | +38.1% | +11.3% | +38.0% |
| YTD | +100.2% | +7.0% | +93.2% | +100.1% |
| 1Y | +88.8% | +6.5% | +82.3% | +88.9% |
| 3Y | +152.5% | -5.5% | +158.0% | +150.3% |
| All | +152.5% | -5.7% | +158.2% | +150.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling