+311.1%
ROST vs PPL
+65.0%
+246.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.4% |
| 7D | +0.9% | -2.2% | +3.0% | +1.9% |
| 30D | +5.1% | +1.7% | +3.4% | +4.2% |
| 3M | -4.3% | +0.1% | -4.4% | -4.5% |
| 6M | +9.4% | -1.5% | +11.0% | +9.7% |
| YTD | +32.5% | +3.0% | +29.5% | +29.3% |
| 1Y | +46.9% | -1.4% | +48.3% | +46.4% |
| 3Y | +98.1% | +53.5% | +44.6% | +52.8% |
| 5Y | +116.9% | +46.4% | +70.5% | +69.6% |
| All | +311.1% | +65.0% | +246.1% | +189.9% |
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