+312.1%
ROST vs PBF
+374.8%
-62.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.8% | +2.1% |
| 7D | +0.2% | +5.3% | -5.1% | -0.5% |
| 30D | -6.9% | +11.7% | -18.6% | -8.4% |
| 3M | -3.3% | +91.1% | -94.4% | -12.2% |
| 6M | +9.0% | +88.4% | -79.4% | -1.8% |
| YTD | +28.9% | +194.1% | -165.2% | +8.1% |
| 1Y | +54.0% | +180.4% | -126.4% | +29.0% |
| 3Y | +100.7% | +59.3% | +41.4% | +76.5% |
| 5Y | +116.0% | +816.3% | -700.2% | +31.1% |
| All | +312.1% | +374.8% | -62.7% | +143.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 10y: compounded portfolio wealth divided by compounded PBF 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…
10y analysis · Full analysis span regression · 6 months rolling