+111.1%
ROST vs PNC
+50.6%
+60.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.3% |
| 7D | -2.5% | -0.9% | -1.6% | -2.1% |
| 30D | -10.3% | -4.4% | -5.9% | -8.6% |
| 3M | -2.6% | +5.3% | -7.9% | -4.8% |
| 6M | +6.5% | +19.6% | -13.0% | -1.3% |
| YTD | +25.9% | +19.1% | +6.8% | +16.3% |
| 1Y | +52.3% | +24.3% | +28.0% | +38.0% |
| 3Y | +94.6% | +132.2% | -37.6% | +28.2% |
| 5Y | +111.1% | +52.3% | +58.8% | +75.8% |
| All | +111.1% | +50.6% | +60.5% | +75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling