+99.5%
ROST vs PCOR
-30.9%
+130.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.8% | +0.3% |
| 7D | +0.9% | -9.0% | +9.9% | +2.5% |
| 30D | -8.9% | +4.2% | -13.1% | -9.7% |
| 3M | -0.8% | +14.4% | -15.2% | -3.6% |
| 6M | +8.5% | +0.2% | +8.3% | +7.0% |
| YTD | +28.6% | -20.3% | +48.8% | +31.7% |
| 1Y | +52.3% | -16.1% | +68.5% | +53.8% |
| 3Y | +94.8% | -14.7% | +109.6% | +89.3% |
| 5Y | +110.8% | -43.2% | +153.9% | +96.5% |
| All | +99.5% | -30.9% | +130.4% | +86.9% |
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