+71,068.6%
ROST vs PPL
+2,158.2%
+68,910.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | +1.2% | +0.4% | +0.8% | +1.1% |
| 30D | +2.5% | +5.4% | -3.0% | +0.6% |
| 3M | -9.0% | +4.3% | -13.2% | -10.4% |
| 6M | +1.3% | -1.3% | +2.7% | +1.5% |
| YTD | +29.1% | +4.7% | +24.4% | +26.3% |
| 1Y | +45.4% | +1.3% | +44.2% | +43.9% |
| 3Y | +94.9% | +57.2% | +37.6% | +63.9% |
| 5Y | +104.0% | +48.2% | +55.7% | +74.3% |
| 10Y | +314.8% | +62.7% | +252.1% | +238.5% |
| All | +71,068.6% | +2,158.2% | +68,910.4% | +18,978.7% |
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 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