+48.5%
PFE vs ROST
+310.3%
-261.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.8% |
| 7D | -2.1% | +0.9% | -3.0% | -2.3% |
| 30D | +3.1% | +5.1% | -2.0% | +2.2% |
| 3M | +11.2% | -4.3% | +15.4% | +11.9% |
| 6M | +15.0% | +9.4% | +5.6% | +13.1% |
| YTD | +23.5% | +32.5% | -9.0% | +17.5% |
| 1Y | +18.9% | +46.9% | -28.0% | +11.2% |
| 3Y | +18.7% | +98.1% | -79.4% | +4.9% |
| 5Y | -24.0% | +116.9% | -141.0% | -34.9% |
| All | +48.5% | +310.3% | -261.8% | +17.5% |
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