+111.6%
ROST vs PTC
+1.8%
+109.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.5% | +4.9% | +0.9% |
| 7D | 0.0% | -12.8% | +12.8% | +3.8% |
| 30D | -10.2% | -9.8% | -0.4% | -7.8% |
| 3M | +1.0% | -2.1% | +3.1% | +0.5% |
| 6M | +8.7% | -18.1% | +26.8% | +14.2% |
| YTD | +27.8% | -23.5% | +51.3% | +36.8% |
| 1Y | +52.7% | -37.4% | +90.0% | +75.0% |
| 3Y | +97.5% | -7.2% | +104.7% | +88.1% |
| 5Y | +111.6% | +2.7% | +108.9% | +81.8% |
| All | +111.6% | +1.8% | +109.7% | +81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling