+97.9%
ROST vs PBF
+62.4%
+35.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.7% | -0.5% |
| 7D | +0.2% | +2.4% | -2.1% | +0.1% |
| 30D | -10.0% | +24.9% | -34.8% | -10.9% |
| 3M | +1.2% | +81.9% | -80.6% | -1.8% |
| 6M | +8.9% | +79.4% | -70.4% | +5.2% |
| YTD | +28.1% | +188.3% | -160.2% | +18.9% |
| 1Y | +53.0% | +177.3% | -124.3% | +41.6% |
| 3Y | +97.9% | +56.0% | +41.9% | +81.5% |
| All | +97.9% | +62.4% | +35.5% | +81.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling