+134.1%
PSX vs ROST
+97.9%
+36.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +2.8% | +0.2% | +2.6% | +2.8% |
| 30D | +27.8% | -10.0% | +37.7% | +30.3% |
| 3M | +42.0% | +1.2% | +40.8% | +41.0% |
| 6M | +58.1% | +8.9% | +49.2% | +53.1% |
| YTD | +105.0% | +28.1% | +77.0% | +88.6% |
| 1Y | +104.9% | +53.0% | +52.0% | +78.4% |
| 3Y | +134.1% | +97.9% | +36.2% | +82.1% |
| All | +134.1% | +97.9% | +36.2% | +82.1% |
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