+107.1%
ROST vs PCOR
-9.2%
+116.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +3.2% | +20.7% | -17.5% | -0.2% |
| 30D | +7.4% | +35.7% | -28.2% | +1.9% |
| 3M | -6.1% | +31.1% | -37.1% | -10.7% |
| 6M | +6.2% | +43.1% | -36.9% | -1.1% |
| YTD | +33.4% | +4.8% | +28.6% | +30.1% |
| 1Y | +48.8% | -3.7% | +52.5% | +47.4% |
| 3Y | +99.5% | +46.5% | +53.0% | +75.5% |
| 5Y | +112.7% | -17.3% | +129.9% | +89.0% |
| All | +107.1% | -9.2% | +116.3% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling