+50.4%
PFE vs ROST
+313.9%
-263.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.1% | -1.3% |
| 7D | -3.7% | +1.2% | -4.9% | -3.9% |
| 30D | +5.0% | +2.5% | +2.5% | +4.5% |
| 3M | +12.2% | -9.0% | +21.1% | +13.8% |
| 6M | +14.6% | +1.3% | +13.2% | +14.0% |
| YTD | +24.1% | +29.1% | -4.9% | +18.6% |
| 1Y | +26.6% | +45.4% | -18.9% | +18.6% |
| 3Y | +14.3% | +94.9% | -80.5% | +1.3% |
| 5Y | -21.9% | +104.0% | -125.9% | -32.3% |
| All | +50.4% | +313.9% | -263.5% | +19.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling