+1,129.2%
PSX vs ROP
+441.1%
+688.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +2.8% |
| 7D | -0.4% | -2.9% | +2.6% | +1.1% |
| 30D | -8.1% | +30.1% | -38.1% | -20.5% |
| 3M | +15.9% | +19.9% | -4.0% | +4.3% |
| 6M | +49.4% | +46.0% | +3.4% | +19.3% |
| YTD | +104.7% | +8.4% | +96.3% | +90.7% |
| 1Y | +89.1% | +8.8% | +80.3% | +75.5% |
| 3Y | +151.7% | -5.6% | +157.4% | +149.6% |
| 5Y | +298.3% | +3.0% | +295.3% | +261.9% |
| 10Y | +357.1% | +184.0% | +173.0% | +102.0% |
| All | +1,129.2% | +441.1% | +688.1% | +267.0% |
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