+308.5%
ROST vs PH
+795.7%
-487.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.4% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | -11.4% | -10.3% | -1.1% | -6.4% |
| 3M | -1.6% | +5.1% | -6.7% | -4.8% |
| 6M | +6.8% | +2.3% | +4.5% | +4.4% |
| YTD | +25.8% | +8.7% | +17.1% | +18.7% |
| 1Y | +52.4% | +26.8% | +25.6% | +32.0% |
| 3Y | +94.4% | +139.2% | -44.8% | +12.4% |
| 5Y | +108.2% | +251.1% | -142.9% | -6.3% |
| 10Y | +308.5% | +812.6% | -504.1% | +11.9% |
| All | +308.5% | +795.7% | -487.2% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling