+69.6%
PBR vs ROK
+29.3%
+40.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -1.8% |
| 7D | +8.6% | +0.7% | +7.9% | +8.6% |
| 30D | +12.8% | -3.3% | +16.1% | +12.7% |
| 3M | +14.7% | -5.9% | +20.5% | +14.5% |
| 6M | +25.2% | +13.9% | +11.3% | +25.7% |
| YTD | +77.1% | +12.6% | +64.6% | +78.7% |
| 1Y | +69.6% | +28.6% | +41.0% | +69.5% |
| All | +69.6% | +29.3% | +40.2% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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