+70,520.4%
ROST vs PNR
+3,553.7%
+66,966.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.4% |
| 7D | +0.2% | -3.0% | +3.3% | +1.2% |
| 30D | -10.0% | -14.9% | +4.9% | -5.3% |
| 3M | +1.2% | -19.0% | +20.3% | +7.3% |
| 6M | +8.9% | -35.9% | +44.9% | +24.1% |
| YTD | +28.1% | -43.1% | +71.2% | +50.8% |
| 1Y | +53.0% | -46.4% | +99.3% | +83.6% |
| 3Y | +97.9% | -10.8% | +108.7% | +98.3% |
| 5Y | +112.0% | -18.9% | +130.8% | +116.1% |
| 10Y | +303.0% | +64.4% | +238.5% | +226.3% |
| All | +70,520.4% | +3,553.7% | +66,966.7% | +26,488.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling