+72,962.7%
ROST vs PSA
+15,829.0%
+57,133.6%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.4% |
| 7D | +0.9% | -2.1% | +3.0% | +1.5% |
| 30D | +5.1% | +15.6% | -10.5% | +0.5% |
| 3M | -4.3% | +4.1% | -8.3% | -5.5% |
| 6M | +9.4% | +9.2% | +0.2% | +6.2% |
| YTD | +32.5% | +32.3% | +0.2% | +20.8% |
| 1Y | +46.9% | +26.2% | +20.7% | +35.9% |
| 3Y | +98.1% | +53.7% | +44.4% | +70.1% |
| 5Y | +116.9% | +26.6% | +90.4% | +95.9% |
| 10Y | +310.9% | +132.8% | +178.0% | +202.2% |
| All | +72,962.7% | +15,829.0% | +57,133.6% | +21,587.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling