+96.1%
ROST vs PNR
-14.2%
+110.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.5% |
| 7D | -2.5% | -5.5% | +3.0% | -1.0% |
| 30D | -10.3% | -15.6% | +5.3% | -6.2% |
| 3M | -2.6% | -20.2% | +17.6% | +2.3% |
| 6M | +6.5% | -36.6% | +43.1% | +19.5% |
| YTD | +25.9% | -45.0% | +70.9% | +46.8% |
| 1Y | +52.3% | -47.4% | +99.8% | +80.3% |
| All | +96.1% | -14.2% | +110.4% | +98.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling