+46.9%
ROST vs PCOR
-2.2%
+49.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | +0.9% | +2.2% | -1.3% | +0.7% |
| 30D | +5.1% | +37.4% | -32.3% | +3.4% |
| 3M | -4.3% | +33.2% | -37.5% | -5.8% |
| 6M | +9.4% | +60.6% | -51.2% | +6.5% |
| YTD | +32.5% | +6.2% | +26.3% | +36.1% |
| 1Y | +46.9% | -1.1% | +48.0% | +55.0% |
| All | +46.9% | -2.2% | +49.1% | +55.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling