+99.5%
ROST vs PPL
+55.3%
+44.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +6.8% |
| 3M | -6.1% | +2.9% | -9.0% | -6.4% |
| 6M | +6.2% | +1.1% | +5.1% | +6.0% |
| YTD | +33.4% | +4.5% | +29.0% | +32.3% |
| 1Y | +48.8% | +0.1% | +48.7% | +48.5% |
| 3Y | +99.5% | +55.7% | +43.8% | +80.5% |
| All | +99.5% | +55.3% | +44.3% | +80.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling