+120.7%
ROST vs PPL
+47.2%
+73.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +1.9% | +1.3% |
| 7D | -1.8% | -1.0% | -0.9% | -1.5% |
| 30D | +6.8% | +3.0% | +3.8% | +5.8% |
| 3M | -4.0% | +1.1% | -5.1% | -4.4% |
| 6M | +12.9% | -0.8% | +13.7% | +12.9% |
| YTD | +34.7% | +3.5% | +31.3% | +32.2% |
| 1Y | +49.5% | -0.9% | +50.4% | +49.0% |
| 3Y | +101.5% | +54.2% | +47.3% | +62.6% |
| 5Y | +120.7% | +46.3% | +74.4% | +76.7% |
| All | +120.7% | +47.2% | +73.5% | +76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling