-34.7%
ROL vs PSA
+28.0%
-62.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.8% | -0.1% | +1.7% |
| 7D | +14.6% | +10.5% | +4.0% | +10.7% |
| 30D | +29.3% | +21.7% | +7.6% | +21.3% |
| 3M | +2.0% | +6.1% | -4.1% | -0.5% |
| 6M | -28.5% | +18.3% | -46.9% | -32.6% |
| YTD | -35.3% | +36.1% | -71.4% | -41.7% |
| 1Y | -34.7% | +29.3% | -64.0% | -40.4% |
| All | -34.7% | +28.0% | -62.7% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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