+272.5%
PM vs ROST
+300.7%
-28.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.7% |
| 7D | +0.5% | +0.3% | +0.3% | +0.5% |
| 30D | -3.2% | +0.5% | -3.7% | -3.4% |
| 3M | +6.2% | -5.2% | +11.5% | +7.3% |
| 6M | +7.7% | +9.8% | -2.2% | +5.1% |
| YTD | +27.3% | +29.4% | -2.1% | +19.4% |
| 1Y | +32.8% | +44.4% | -11.6% | +21.5% |
| 3Y | +150.0% | +95.0% | +55.0% | +109.9% |
| 5Y | +164.2% | +111.9% | +52.4% | +112.5% |
| All | +272.5% | +300.7% | -28.2% | +161.7% |
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