+312.1%
ROST vs PNC
+279.5%
+32.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.1% |
| 7D | +0.2% | -0.6% | +0.8% | +0.5% |
| 30D | -6.9% | -4.4% | -2.5% | -4.7% |
| 3M | -3.3% | +5.2% | -8.5% | -6.1% |
| 6M | +9.0% | +20.6% | -11.6% | -1.4% |
| YTD | +28.9% | +19.8% | +9.1% | +16.3% |
| 1Y | +54.0% | +24.4% | +29.6% | +35.9% |
| 3Y | +100.7% | +131.2% | -30.5% | +21.5% |
| 5Y | +116.0% | +53.1% | +62.9% | +62.3% |
| All | +312.1% | +279.5% | +32.6% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 10y: compounded portfolio wealth divided by compounded PNC 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…
10y analysis · Full analysis span regression · 6 months rolling