+308.5%
ROST vs PTC
+196.2%
+112.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -0.7% |
| 7D | -2.2% | -13.6% | +11.3% | +2.6% |
| 30D | -11.4% | -14.7% | +3.2% | -6.9% |
| 3M | -1.6% | -5.9% | +4.3% | -1.0% |
| 6M | +6.8% | -21.1% | +28.0% | +14.0% |
| YTD | +25.8% | -26.0% | +51.8% | +36.8% |
| 1Y | +52.4% | -36.8% | +89.2% | +75.3% |
| 3Y | +94.4% | -10.3% | +104.6% | +90.0% |
| 5Y | +108.2% | +1.2% | +107.0% | +89.5% |
| 10Y | +308.5% | +198.3% | +110.2% | +159.8% |
| All | +308.5% | +196.2% | +112.3% | +159.8% |
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 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