+73,489.2%
ROST vs PH
+25,253.3%
+48,235.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | +3.2% | +2.1% | +1.0% | +2.2% |
| 30D | +7.4% | +0.3% | +7.2% | +7.0% |
| 3M | -6.1% | -8.8% | +2.8% | -3.1% |
| 6M | +6.2% | +10.0% | -3.8% | +1.5% |
| YTD | +33.4% | +10.5% | +23.0% | +26.7% |
| 1Y | +48.8% | +15.5% | +33.3% | +38.9% |
| 3Y | +99.5% | +136.4% | -36.8% | +37.2% |
| 5Y | +112.7% | +213.6% | -100.9% | +29.6% |
| 10Y | +316.4% | +713.9% | -397.5% | +74.3% |
| All | +73,489.2% | +25,253.3% | +48,235.9% | +8,003.5% |
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