+312.1%
ROST vs PNR
+66.2%
+246.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.5% |
| 7D | +0.2% | -6.0% | +6.2% | +3.2% |
| 30D | -6.9% | -14.0% | +7.1% | 0.0% |
| 3M | -3.3% | -21.7% | +18.4% | +7.1% |
| 6M | +9.0% | -37.3% | +46.3% | +34.1% |
| YTD | +28.9% | -45.1% | +74.0% | +68.1% |
| 1Y | +54.0% | -49.1% | +103.1% | +109.0% |
| 3Y | +100.7% | -14.8% | +115.6% | +99.3% |
| 5Y | +116.0% | -21.0% | +137.0% | +118.1% |
| All | +312.1% | +66.2% | +246.0% | +161.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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