+70,520.5%
ROST vs PNC
+4,053.5%
+66,466.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | 0.0% |
| 7D | +0.2% | +2.3% | -2.1% | -0.5% |
| 30D | -10.0% | -3.8% | -6.2% | -8.8% |
| 3M | +1.2% | +7.8% | -6.6% | -1.4% |
| 6M | +8.9% | +19.7% | -10.8% | +2.5% |
| YTD | +28.1% | +19.1% | +9.0% | +20.4% |
| 1Y | +53.0% | +23.1% | +29.8% | +42.0% |
| 3Y | +97.9% | +132.1% | -34.3% | +46.5% |
| 5Y | +112.0% | +52.2% | +59.8% | +78.8% |
| 10Y | +303.0% | +271.4% | +31.6% | +155.9% |
| All | +70,520.5% | +4,053.5% | +66,466.9% | +14,324.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling