+102.6%
PBR vs ROK
+51.1%
+51.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.0% |
| 7D | +5.4% | -1.2% | +6.6% | +5.5% |
| 30D | +22.9% | -4.8% | +27.7% | +23.5% |
| 3M | +19.6% | -6.1% | +25.7% | +20.2% |
| 6M | +16.5% | +15.5% | +1.0% | +13.3% |
| YTD | +86.7% | +11.2% | +75.5% | +82.5% |
| 1Y | +74.7% | +23.8% | +50.9% | +67.5% |
| 3Y | +102.6% | +53.1% | +49.5% | +80.5% |
| All | +102.6% | +51.1% | +51.5% | +80.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling