+100.8%
ROST vs PCOR
-7.6%
+108.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.4% |
| 7D | +0.3% | +3.0% | -2.8% | -0.2% |
| 30D | +0.5% | +38.7% | -38.2% | -5.0% |
| 3M | -5.2% | +24.9% | -30.1% | -9.1% |
| 6M | +9.8% | +68.8% | -58.9% | -0.7% |
| YTD | +29.4% | +6.7% | +22.7% | +25.8% |
| 1Y | +44.4% | +3.0% | +41.4% | +41.3% |
| 3Y | +95.0% | +48.6% | +46.4% | +71.2% |
| 5Y | +111.9% | -12.7% | +124.5% | +87.4% |
| All | +100.8% | -7.6% | +108.3% | +78.5% |
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