+52.7%
ROST vs PBR
+74.7%
-22.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -7.0% | +13.1% | +5.1% |
| 7D | +7.8% | -11.0% | +18.8% | +6.2% |
| 30D | +8.6% | -18.8% | +27.3% | +6.0% |
| 3M | -1.9% | +7.8% | -9.8% | -0.9% |
| 6M | +9.1% | -7.6% | +16.7% | +8.0% |
| YTD | +37.2% | +72.7% | -35.4% | +39.9% |
| 1Y | +52.7% | +72.9% | -20.2% | +55.8% |
| All | +52.7% | +74.7% | -22.0% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling