+44.4%
ROST vs PTC
+10.7%
+33.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | +0.3% | +0.5% | -0.2% | +0.3% |
| 30D | +0.5% | +1.2% | -0.7% | +0.5% |
| 3M | -5.2% | +27.4% | -32.6% | -5.3% |
| 6M | +9.8% | +39.2% | -29.4% | +9.3% |
| YTD | +29.4% | +12.5% | +16.9% | +32.3% |
| 1Y | +44.4% | +12.3% | +32.1% | +47.6% |
| All | +44.4% | +10.7% | +33.6% | +47.6% |
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 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