+156.2%
PSX vs ROST
+94.3%
+61.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.2% |
| 7D | +7.8% | +0.3% | +7.6% | +7.7% |
| 30D | -10.9% | +0.5% | -11.4% | -11.0% |
| 3M | +14.5% | -5.2% | +19.7% | +15.5% |
| 6M | +56.1% | +9.8% | +46.3% | +51.5% |
| YTD | +109.6% | +29.4% | +80.2% | +92.3% |
| 1Y | +95.5% | +44.4% | +51.2% | +73.6% |
| 3Y | +156.2% | +95.0% | +61.2% | +103.1% |
| All | +156.2% | +94.3% | +61.9% | +103.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling