+96.6%
ROST vs PCOR
-14.4%
+111.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.8% | 0.0% |
| 7D | +0.9% | -9.0% | +9.9% | +1.9% |
| 30D | -8.9% | +4.2% | -13.1% | -9.4% |
| 3M | -0.8% | +14.4% | -15.2% | -2.6% |
| 6M | +8.5% | +0.2% | +8.3% | +7.6% |
| YTD | +28.6% | -20.3% | +48.8% | +31.4% |
| 1Y | +52.3% | -16.1% | +68.5% | +53.9% |
| All | +96.6% | -14.4% | +111.0% | +94.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling