+763.1%
PM vs ROST
+3,936.9%
-3,173.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -1.9% |
| 7D | -4.9% | +0.9% | -5.8% | -5.1% |
| 30D | -3.4% | -8.9% | +5.5% | -1.2% |
| 3M | +5.2% | -0.8% | +6.0% | +5.1% |
| 6M | +3.7% | +8.5% | -4.8% | +1.0% |
| YTD | +15.8% | +28.6% | -12.8% | +7.9% |
| 1Y | +17.4% | +52.3% | -35.0% | +4.5% |
| 3Y | +116.9% | +94.8% | +22.1% | +78.1% |
| 5Y | +117.3% | +110.8% | +6.6% | +69.7% |
| 10Y | +193.8% | +304.5% | -110.8% | +79.9% |
| All | +763.1% | +3,936.9% | -3,173.7% | +144.4% |
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