+14,496.6%
ROST vs PBR
+1,864.5%
+12,632.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -1.0% |
| 7D | +0.2% | +2.5% | -2.2% | -0.2% |
| 30D | -10.0% | +19.4% | -29.4% | -12.7% |
| 3M | +1.2% | +20.8% | -19.6% | -2.2% |
| 6M | +8.9% | +23.5% | -14.5% | +4.4% |
| YTD | +28.1% | +83.4% | -55.3% | +14.4% |
| 1Y | +53.0% | +77.6% | -24.6% | +37.2% |
| 3Y | +97.9% | +99.9% | -2.0% | +71.1% |
| 5Y | +112.0% | +567.7% | -455.7% | +43.4% |
| 10Y | +303.0% | +621.5% | -318.6% | +145.7% |
| All | +14,496.6% | +1,864.5% | +12,632.2% | +6,803.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling