+3,159.9%
PEP vs ROST
+70,186.3%
-67,026.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.6% |
| 7D | -1.4% | +0.9% | -2.3% | -1.5% |
| 30D | +0.2% | -8.9% | +9.1% | +1.3% |
| 3M | -1.1% | -0.8% | -0.3% | -1.1% |
| 6M | -13.5% | +8.5% | -22.0% | -14.5% |
| YTD | -1.2% | +28.6% | -29.8% | -4.3% |
| 1Y | -1.6% | +52.3% | -53.9% | -6.6% |
| 3Y | -12.5% | +94.8% | -107.4% | -19.8% |
| 5Y | +3.0% | +110.8% | -107.7% | -7.5% |
| 10Y | +73.9% | +304.5% | -230.6% | +42.8% |
| All | +3,159.9% | +70,186.3% | -67,026.3% | +1,447.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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