+1,158.7%
PSX vs ROST
+812.7%
+346.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.7% |
| 7D | +7.8% | +0.3% | +7.6% | +7.7% |
| 30D | -10.9% | +0.5% | -11.4% | -11.3% |
| 3M | +14.5% | -5.2% | +19.7% | +16.3% |
| 6M | +56.1% | +9.8% | +46.3% | +47.9% |
| YTD | +109.6% | +29.4% | +80.2% | +83.8% |
| 1Y | +95.5% | +44.4% | +51.2% | +63.4% |
| 3Y | +156.2% | +95.0% | +61.2% | +83.9% |
| 5Y | +310.0% | +111.9% | +198.1% | +170.4% |
| 10Y | +368.0% | +301.2% | +66.8% | +132.7% |
| All | +1,158.7% | +812.7% | +346.0% | +400.3% |
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