+125.1%
PM vs ROST
+110.7%
+14.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.3% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | -2.6% | -10.2% | +7.6% | -1.3% |
| 3M | +5.8% | +1.0% | +4.8% | +5.6% |
| 6M | +10.6% | +8.7% | +1.8% | +9.2% |
| YTD | +17.2% | +27.8% | -10.7% | +13.2% |
| 1Y | +17.6% | +52.7% | -35.0% | +10.9% |
| 3Y | +124.3% | +97.5% | +26.8% | +100.8% |
| 5Y | +125.1% | +111.6% | +13.5% | +97.5% |
| All | +125.1% | +110.7% | +14.4% | +97.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling