+112.3%
ROST vs PAAS
+113.1%
-0.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.2% |
| 7D | +0.9% | -2.9% | +3.8% | +1.2% |
| 30D | -8.9% | +6.8% | -15.7% | -9.5% |
| 3M | -0.8% | -2.9% | +2.1% | -0.9% |
| 6M | +8.5% | -16.4% | +24.9% | +9.4% |
| YTD | +28.6% | 0.0% | +28.6% | +27.2% |
| 1Y | +52.3% | +54.3% | -2.0% | +44.1% |
| 3Y | +94.8% | +230.7% | -135.8% | +65.6% |
| All | +112.3% | +113.1% | -0.7% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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