+99.7%
ROST vs PBF
+78.4%
+21.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.4% | -1.7% |
| 7D | +0.9% | +3.8% | -2.9% | +0.7% |
| 30D | +5.1% | -22.2% | +27.3% | +6.0% |
| 3M | -4.3% | +1.3% | -5.5% | -4.5% |
| 6M | +9.4% | +69.0% | -59.6% | +6.2% |
| YTD | +32.5% | +166.5% | -134.0% | +23.3% |
| 1Y | +46.9% | +88.1% | -41.2% | +40.2% |
| All | +99.7% | +78.4% | +21.3% | +83.5% |
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