+1,112.1%
PSX vs ROP
+360.1%
+751.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.7% | +2.1% |
| 7D | +4.5% | -4.4% | +9.0% | +7.0% |
| 30D | +26.6% | +3.2% | +23.4% | +24.1% |
| 3M | +39.3% | +23.1% | +16.2% | +22.8% |
| 6M | +56.8% | +13.3% | +43.5% | +44.0% |
| YTD | +101.8% | -7.9% | +109.7% | +106.3% |
| 1Y | +99.6% | -22.1% | +121.7% | +123.9% |
| 3Y | +140.3% | -16.8% | +157.2% | +155.2% |
| 5Y | +339.3% | -13.5% | +352.9% | +340.8% |
| 10Y | +369.9% | +137.7% | +232.2% | +130.3% |
| All | +1,112.1% | +360.1% | +751.9% | +297.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling