+70,808.4%
ROST vs PPL
+2,096.5%
+68,711.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.9% | +2.7% | -1.7% | 0.0% |
| 30D | -8.9% | +0.5% | -9.4% | -9.1% |
| 3M | -0.8% | +0.7% | -1.5% | -1.3% |
| 6M | +8.5% | -7.6% | +16.1% | +11.0% |
| YTD | +28.6% | +1.8% | +26.8% | +27.2% |
| 1Y | +52.3% | -0.8% | +53.1% | +51.8% |
| 3Y | +94.8% | +56.9% | +38.0% | +63.8% |
| 5Y | +110.8% | +39.5% | +71.2% | +83.9% |
| 10Y | +304.5% | +55.4% | +249.1% | +235.1% |
| All | +70,808.4% | +2,096.5% | +68,711.9% | +19,106.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling