+71,068.6%
ROST vs PH
+24,008.7%
+47,059.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.6% | -2.9% |
| 7D | +1.2% | +2.0% | -0.8% | +0.3% |
| 30D | +2.5% | -3.7% | +6.1% | +3.6% |
| 3M | -9.0% | -14.0% | +5.1% | -4.0% |
| 6M | +1.3% | +2.1% | -0.8% | -0.4% |
| YTD | +29.1% | +5.1% | +24.0% | +25.0% |
| 1Y | +45.4% | +10.9% | +34.5% | +37.9% |
| 3Y | +94.9% | +132.9% | -38.1% | +34.7% |
| 5Y | +104.0% | +200.1% | -96.1% | +26.4% |
| 10Y | +314.8% | +783.8% | -469.0% | +69.2% |
| All | +71,068.6% | +24,008.7% | +47,059.9% | +7,889.7% |
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