+108.2%
ROST vs PSA
+10.8%
+97.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.6% | -1.0% |
| 7D | -2.2% | -2.2% | 0.0% | -1.5% |
| 30D | -11.4% | -9.6% | -1.9% | -8.4% |
| 3M | -1.6% | -7.9% | +6.3% | +0.9% |
| 6M | +6.8% | -2.0% | +8.8% | +7.1% |
| YTD | +25.8% | +15.7% | +10.1% | +19.0% |
| 1Y | +52.4% | +5.8% | +46.6% | +48.5% |
| 3Y | +94.4% | +21.6% | +72.8% | +77.3% |
| 5Y | +108.2% | +13.1% | +95.1% | +94.2% |
| All | +108.2% | +10.8% | +97.4% | +94.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling