+3,280.0%
PFE vs ROST
+70,186.3%
-66,906.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | +1.8% | +0.9% | +0.8% | +1.6% |
| 30D | +10.2% | -8.9% | +19.1% | +11.6% |
| 3M | +12.7% | -0.8% | +13.5% | +12.7% |
| 6M | +10.5% | +8.5% | +2.1% | +9.1% |
| YTD | +20.2% | +28.6% | -8.4% | +15.8% |
| 1Y | +24.1% | +52.3% | -28.3% | +16.8% |
| 3Y | -3.6% | +94.8% | -98.4% | -12.7% |
| 5Y | -20.9% | +110.8% | -131.6% | -30.3% |
| 10Y | +35.8% | +304.5% | -268.7% | +6.8% |
| All | +3,280.0% | +70,186.3% | -66,906.3% | +1,355.5% |
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 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