At what cost is victory no longer worth attaining? At what cost is an achievement over a competitor no longer worth it?
The initial cost is that which you set. If you do not believe it worthy to train to the point of victory over Messi in a game of soccer or Phelps in a swimming competition, you have your answer. When you decide the time investment in no longer worth the winning the competition, you have your initial set price.
Yet, there is another point of Pyrrhic Victory, where one destroy himself beyond repair for achievement. This is another point to be minded, and while a war or battle may be fought and won, the costs are not nullified upon the overcoming.
Mind your Pyrrhic Victories.