+211.8%
PM vs ROST
+299.2%
-87.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.9% |
| 7D | -1.2% | -2.2% | +1.0% | -0.7% |
| 30D | -0.2% | -11.4% | +11.3% | +2.4% |
| 3M | +4.9% | -1.6% | +6.5% | +5.1% |
| 6M | +9.0% | +6.8% | +2.2% | +7.0% |
| YTD | +17.8% | +25.8% | -8.0% | +11.3% |
| 1Y | +16.8% | +52.4% | -35.6% | +5.5% |
| 3Y | +125.4% | +94.4% | +31.1% | +89.3% |
| 5Y | +128.7% | +108.2% | +20.5% | +84.4% |
| 10Y | +211.8% | +308.5% | -96.7% | +109.6% |
| All | +211.8% | +299.2% | -87.3% | +109.6% |
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