+96.0%
ROST vs PSA
+21.5%
+74.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.6% | -1.1% |
| 7D | -2.2% | -2.2% | 0.0% | -1.6% |
| 30D | -11.4% | -9.6% | -1.9% | -8.9% |
| 3M | -1.6% | -7.9% | +6.3% | +0.5% |
| 6M | +6.8% | -2.0% | +8.8% | +7.0% |
| YTD | +25.8% | +15.7% | +10.1% | +20.2% |
| 1Y | +52.4% | +5.8% | +46.6% | +49.1% |
| All | +96.0% | +21.5% | +74.5% | +86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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