+112.7%
ROST vs PCOR
-17.9%
+130.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +3.2% | +20.7% | -17.5% | -0.4% |
| 30D | +7.4% | +35.7% | -28.2% | +1.6% |
| 3M | -6.1% | +31.1% | -37.1% | -11.0% |
| 6M | +6.2% | +43.1% | -36.9% | -1.6% |
| YTD | +33.4% | +4.8% | +28.6% | +30.0% |
| 1Y | +48.8% | -3.7% | +52.5% | +47.5% |
| 3Y | +99.5% | +46.5% | +53.0% | +73.1% |
| 5Y | +112.7% | -17.3% | +129.9% | +96.8% |
| All | +112.7% | -17.9% | +130.6% | +96.8% |
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