+48.8%
ROST vs PPL
+1.0%
+47.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | +3.2% | 0.0% | +3.1% | +3.2% |
| 30D | +7.4% | +4.3% | +3.1% | +7.0% |
| 3M | -6.1% | +2.9% | -9.0% | -6.2% |
| 6M | +6.2% | +1.1% | +5.1% | +6.2% |
| YTD | +33.4% | +4.5% | +29.0% | +32.7% |
| 1Y | +48.8% | +0.1% | +48.7% | +53.0% |
| All | +48.8% | +1.0% | +47.8% | +53.0% |
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