+1,688.5%
ROST vs PSLV
+120.6%
+1,567.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.2% | -1.9% |
| 7D | -2.2% | +3.3% | -5.6% | -2.4% |
| 30D | -11.4% | +2.1% | -13.6% | -11.6% |
| 3M | -1.6% | +7.1% | -8.8% | -2.2% |
| 6M | +6.8% | -21.6% | +28.4% | +8.1% |
| YTD | +25.8% | -6.7% | +32.5% | +24.5% |
| 1Y | +52.4% | +59.3% | -6.9% | +44.7% |
| 3Y | +94.4% | +182.1% | -87.7% | +76.0% |
| 5Y | +108.2% | +162.6% | -54.4% | +88.2% |
| 10Y | +308.5% | +203.0% | +105.5% | +258.9% |
| All | +1,688.5% | +120.6% | +1,567.9% | +1,398.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling