+44.4%
ROST vs PPL
+0.2%
+44.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.7% | -2.4% |
| 7D | +0.3% | -0.4% | +0.6% | +0.3% |
| 30D | +0.5% | +2.6% | -2.2% | +0.2% |
| 3M | -5.2% | +0.8% | -6.0% | -5.2% |
| 6M | +9.8% | +1.4% | +8.4% | +9.7% |
| YTD | +29.4% | +4.3% | +25.1% | +28.8% |
| 1Y | +44.4% | +0.8% | +43.6% | +45.9% |
| All | +44.4% | +0.2% | +44.1% | +45.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling