+114.6%
ROST vs PPG
-24.1%
+138.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.1% |
| 7D | +0.2% | -6.2% | +6.5% | +3.1% |
| 30D | -6.9% | -7.9% | +1.1% | -3.4% |
| 3M | -3.3% | -10.2% | +6.9% | +0.9% |
| 6M | +9.0% | +2.7% | +6.4% | +6.1% |
| YTD | +28.9% | +4.9% | +24.0% | +22.8% |
| 1Y | +54.0% | -3.2% | +57.2% | +52.5% |
| 3Y | +100.7% | -17.0% | +117.7% | +110.9% |
| All | +114.6% | -24.1% | +138.7% | +131.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 5y: compounded portfolio wealth divided by compounded PPG 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…
5y analysis · Full analysis span regression · 6 months rolling