+32.9%
PFE vs ROST
+303.5%
-270.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.3% |
| 7D | -2.7% | +0.2% | -2.9% | -2.7% |
| 30D | +3.8% | -10.0% | +13.8% | +5.6% |
| 3M | +10.4% | +1.2% | +9.1% | +10.0% |
| 6M | +6.3% | +8.9% | -2.7% | +4.5% |
| YTD | +17.4% | +28.1% | -10.7% | +12.3% |
| 1Y | +21.1% | +53.0% | -31.8% | +12.5% |
| 3Y | -1.6% | +97.9% | -99.5% | -13.1% |
| 5Y | -22.2% | +112.0% | -134.1% | -33.2% |
| 10Y | +32.9% | +303.0% | -270.1% | +0.1% |
| All | +32.9% | +303.5% | -270.6% | +0.1% |
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