+884.0%
ROST vs PBF
+303.9%
+580.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.3% |
| 7D | +0.9% | +4.3% | -3.4% | +0.4% |
| 30D | -8.9% | +22.0% | -30.9% | -11.5% |
| 3M | -0.8% | +74.5% | -75.3% | -8.8% |
| 6M | +8.5% | +67.7% | -59.2% | -0.7% |
| YTD | +28.6% | +179.2% | -150.6% | +9.0% |
| 1Y | +52.3% | +170.0% | -117.7% | +28.6% |
| 3Y | +94.8% | +66.4% | +28.5% | +70.3% |
| 5Y | +110.8% | +764.5% | -653.7% | +31.6% |
| 10Y | +304.5% | +358.5% | -54.0% | +133.0% |
| All | +884.0% | +303.9% | +580.1% | +494.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling