+378.1%
PSX vs ROST
+317.9%
+60.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -2.0% | -0.6% |
| 7D | +1.7% | +0.2% | +1.5% | +1.6% |
| 30D | +15.6% | -6.9% | +22.5% | +18.9% |
| 3M | +46.5% | -3.3% | +49.8% | +47.6% |
| 6M | +55.0% | +9.0% | +46.0% | +46.8% |
| YTD | +105.3% | +28.9% | +76.4% | +79.9% |
| 1Y | +101.6% | +54.0% | +47.6% | +62.7% |
| 3Y | +134.1% | +100.7% | +33.4% | +63.1% |
| 5Y | +368.7% | +116.0% | +252.7% | +199.4% |
| All | +378.1% | +317.9% | +60.2% | +135.2% |
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