+662.0%
PBR vs ROK
+357.9%
+304.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.7% |
| 7D | +5.4% | -1.2% | +6.6% | +6.0% |
| 30D | +22.9% | -4.8% | +27.7% | +25.6% |
| 3M | +19.6% | -6.1% | +25.7% | +22.0% |
| 6M | +16.5% | +15.5% | +1.0% | +5.1% |
| YTD | +86.7% | +11.2% | +75.5% | +70.6% |
| 1Y | +74.7% | +23.8% | +50.9% | +49.7% |
| 3Y | +102.6% | +53.1% | +49.5% | +42.7% |
| 5Y | +566.6% | +48.3% | +518.3% | +347.6% |
| All | +662.0% | +357.9% | +304.1% | +130.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling