+826.4%
PM vs ROST
+4,089.5%
-3,263.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | -6.6% | +3.2% | -9.8% | -7.4% |
| 30D | -3.4% | +7.4% | -10.9% | -5.2% |
| 3M | +5.3% | -6.1% | +11.4% | +6.8% |
| 6M | +15.5% | +6.2% | +9.3% | +13.2% |
| YTD | +24.3% | +33.4% | -9.2% | +14.6% |
| 1Y | +29.7% | +48.8% | -19.1% | +16.3% |
| 3Y | +144.9% | +99.5% | +45.4% | +99.9% |
| 5Y | +159.0% | +112.7% | +46.4% | +101.9% |
| 10Y | +250.9% | +316.4% | -65.5% | +113.3% |
| All | +826.4% | +4,089.5% | -3,263.0% | +159.7% |
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 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