+70,808.4%
ROST vs PTC
+6,346.6%
+64,461.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.0% | +5.6% | +0.6% |
| 7D | +0.9% | -10.3% | +11.2% | +2.8% |
| 30D | -8.9% | +1.1% | -10.0% | -9.2% |
| 3M | -0.8% | +1.6% | -2.4% | -1.7% |
| 6M | +8.5% | -13.5% | +22.0% | +10.3% |
| YTD | +28.6% | -19.1% | +47.6% | +32.0% |
| 1Y | +52.3% | -33.9% | +86.2% | +61.9% |
| 3Y | +94.8% | -3.9% | +98.7% | +92.3% |
| 5Y | +110.8% | +6.0% | +104.7% | +103.0% |
| 10Y | +304.5% | +223.7% | +80.8% | +219.0% |
| All | +70,808.4% | +6,346.6% | +64,461.8% | +13,940.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling