+105.8%
ROST vs PCOR
-19.6%
+125.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +1.2% | +22.7% | -21.5% | -2.5% |
| 30D | +2.5% | +37.5% | -35.0% | -3.3% |
| 3M | -9.0% | +35.2% | -44.1% | -14.2% |
| 6M | +1.3% | +42.2% | -40.9% | -6.0% |
| YTD | +29.1% | +3.6% | +25.5% | +26.0% |
| 1Y | +45.4% | -4.8% | +50.2% | +44.4% |
| 3Y | +94.9% | +48.3% | +46.5% | +68.3% |
| All | +105.8% | -19.6% | +125.4% | +91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling