+303.7%
ROST vs PPL
+54.2%
+249.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.9% | +2.7% | -1.7% | -0.3% |
| 30D | -8.9% | +0.5% | -9.4% | -9.2% |
| 3M | -0.8% | +0.7% | -1.5% | -1.5% |
| 6M | +8.5% | -7.6% | +16.1% | +12.1% |
| YTD | +28.6% | +1.8% | +26.8% | +26.3% |
| 1Y | +52.3% | -0.8% | +53.1% | +51.3% |
| 3Y | +94.8% | +56.9% | +38.0% | +48.4% |
| 5Y | +110.8% | +39.5% | +71.2% | +69.7% |
| All | +303.7% | +54.2% | +249.5% | +189.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling