+52.3%
ROST vs PSLV
+57.1%
-4.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.4% |
| 7D | +0.9% | -0.6% | +1.6% | +0.9% |
| 30D | -8.9% | +7.3% | -16.2% | -9.0% |
| 3M | -0.8% | -7.4% | +6.6% | -0.7% |
| 6M | +8.5% | -20.3% | +28.8% | +8.7% |
| YTD | +28.6% | -8.2% | +36.8% | +27.5% |
| 1Y | +52.3% | +57.9% | -5.6% | +55.3% |
| All | +52.3% | +57.1% | -4.8% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 1y: compounded portfolio wealth divided by compounded PSLV 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…
1y analysis · Full analysis span regression · 6 months rolling