+3,908.7%
PG vs ROST
+68,731.7%
-64,822.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -2.7% | -2.5% | -0.2% | -2.4% |
| 30D | -1.5% | -10.3% | +8.7% | -0.4% |
| 3M | -3.4% | -2.6% | -0.8% | -3.2% |
| 6M | -7.0% | +6.5% | -13.5% | -7.7% |
| YTD | +2.0% | +25.9% | -23.9% | -0.6% |
| 1Y | -6.5% | +52.3% | -58.8% | -10.7% |
| 3Y | +1.2% | +94.6% | -93.4% | -6.2% |
| 5Y | +12.8% | +111.1% | -98.3% | +2.6% |
| 10Y | +117.7% | +308.9% | -191.2% | +81.9% |
| All | +3,908.7% | +68,731.7% | -64,822.9% | +1,984.5% |
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