+301.5%
ROST vs PTC
+312.5%
-11.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | +0.3% | +0.5% | -0.2% | +0.1% |
| 30D | +0.5% | +1.2% | -0.7% | +0.1% |
| 3M | -5.2% | +27.4% | -32.6% | -14.0% |
| 6M | +9.8% | +39.2% | -29.4% | -4.5% |
| YTD | +29.4% | +12.5% | +16.9% | +20.6% |
| 1Y | +44.4% | +12.3% | +32.1% | +34.6% |
| 3Y | +95.0% | +28.8% | +66.2% | +67.1% |
| 5Y | +111.9% | +60.9% | +51.0% | +62.6% |
| All | +301.5% | +312.5% | -11.0% | +119.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling