+70,808.4%
ROST vs PH
+25,185.5%
+45,622.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +0.9% | -3.1% | +4.0% | +2.1% |
| 30D | -8.9% | -3.2% | -5.7% | -7.9% |
| 3M | -0.8% | +10.6% | -11.4% | -5.1% |
| 6M | +8.5% | -2.1% | +10.6% | +8.5% |
| YTD | +28.6% | +10.2% | +18.4% | +22.7% |
| 1Y | +52.3% | +28.2% | +24.1% | +36.8% |
| 3Y | +94.8% | +134.9% | -40.0% | +34.4% |
| 5Y | +110.8% | +253.6% | -142.9% | +23.0% |
| 10Y | +304.5% | +804.7% | -500.2% | +64.0% |
| All | +70,808.4% | +25,185.5% | +45,622.8% | +7,748.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling