+103.8%
ROST vs PCOR
-10.0%
+113.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | +1.3% | +23.7% | -22.4% | -2.4% |
| 30D | +4.9% | +39.0% | -34.1% | -0.9% |
| 3M | -6.9% | +35.8% | -42.7% | -12.1% |
| 6M | +3.8% | +38.2% | -34.4% | -2.8% |
| YTD | +31.4% | +3.9% | +27.4% | +28.3% |
| 1Y | +46.2% | +5.7% | +40.5% | +42.0% |
| 3Y | +99.8% | +44.8% | +55.0% | +76.0% |
| 5Y | +107.6% | -19.8% | +127.4% | +84.9% |
| All | +103.8% | -10.0% | +113.8% | +82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling