+368.5%
PSX vs ROST
+108.0%
+260.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.0% |
| 7D | +1.8% | -2.2% | +4.1% | +2.3% |
| 30D | +21.6% | -11.4% | +33.1% | +24.6% |
| 3M | +46.5% | -1.6% | +48.1% | +46.4% |
| 6M | +62.0% | +6.8% | +55.2% | +58.3% |
| YTD | +106.3% | +25.8% | +80.5% | +93.6% |
| 1Y | +103.0% | +52.4% | +50.6% | +81.8% |
| 3Y | +135.5% | +94.4% | +41.2% | +97.9% |
| 5Y | +368.5% | +108.2% | +260.3% | +307.4% |
| All | +368.5% | +108.0% | +260.5% | +307.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling