+54.0%
ROST vs PNR
-47.6%
+101.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.4% |
| 7D | +0.2% | -6.0% | +6.2% | +1.4% |
| 30D | -6.9% | -14.0% | +7.1% | -4.3% |
| 3M | -3.3% | -21.7% | +18.4% | -0.2% |
| 6M | +9.0% | -37.3% | +46.3% | +18.2% |
| YTD | +28.9% | -45.1% | +74.0% | +43.2% |
| 1Y | +54.0% | -49.1% | +103.1% | +76.4% |
| All | +54.0% | -47.6% | +101.6% | +76.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling