+96.1%
ROST vs PBR
+101.4%
-5.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | 0.0% |
| 7D | -2.5% | +4.2% | -6.7% | -2.6% |
| 30D | -10.3% | +22.7% | -33.0% | -10.9% |
| 3M | -2.6% | +21.5% | -24.1% | -3.3% |
| 6M | +6.5% | +24.0% | -17.5% | +5.0% |
| YTD | +25.9% | +88.2% | -62.3% | +19.3% |
| 1Y | +52.3% | +74.8% | -22.5% | +45.2% |
| All | +96.1% | +101.4% | -5.3% | +78.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling