+52.3%
ROST vs PTC
-33.3%
+85.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.0% | +5.6% | -0.1% |
| 7D | +0.9% | -10.3% | +11.2% | +1.5% |
| 30D | -8.9% | +1.1% | -10.0% | -9.1% |
| 3M | -0.8% | +1.6% | -2.4% | -1.3% |
| 6M | +8.5% | -13.5% | +22.0% | +10.7% |
| YTD | +28.6% | -19.1% | +47.6% | +34.3% |
| 1Y | +52.3% | -33.9% | +86.2% | +71.8% |
| All | +52.3% | -33.3% | +85.6% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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