+316.4%
ROST vs PTC
+315.4%
+1.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +3.2% | +1.3% | +1.9% | +2.8% |
| 30D | +7.4% | +1.1% | +6.4% | +7.1% |
| 3M | -6.1% | +30.1% | -36.2% | -15.4% |
| 6M | +6.2% | +34.0% | -27.8% | -6.3% |
| YTD | +33.4% | +12.8% | +20.6% | +24.3% |
| 1Y | +48.8% | +10.7% | +38.1% | +39.5% |
| 3Y | +99.5% | +29.6% | +69.9% | +70.6% |
| 5Y | +112.7% | +63.5% | +49.1% | +62.2% |
| 10Y | +316.4% | +316.7% | -0.2% | +127.6% |
| All | +316.4% | +315.4% | +1.1% | +127.6% |
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