+69,340.9%
ROST vs PPG
+2,572.2%
+66,768.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +1.0% |
| 7D | -2.5% | -5.1% | +2.7% | -0.2% |
| 30D | -10.3% | -9.6% | -0.7% | -6.2% |
| 3M | -2.6% | -6.4% | +3.8% | -0.2% |
| 6M | +6.5% | +0.5% | +6.0% | +4.9% |
| YTD | +25.9% | +4.4% | +21.5% | +21.2% |
| 1Y | +52.3% | -0.9% | +53.2% | +49.8% |
| 3Y | +94.6% | -17.0% | +111.5% | +103.5% |
| 5Y | +111.1% | -23.7% | +134.8% | +126.6% |
| 10Y | +308.9% | +25.9% | +283.0% | +246.7% |
| All | +69,340.9% | +2,572.2% | +66,768.7% | +17,891.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling