+285.9%
PCAR vs ROK
+265.6%
+20.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.4% |
| 7D | +2.1% | +6.1% | -4.0% | -0.7% |
| 30D | -1.2% | -6.5% | +5.3% | +1.1% |
| 3M | -18.6% | -10.2% | -8.4% | -15.2% |
| 6M | -5.1% | -10.6% | +5.6% | -1.4% |
| YTD | -1.8% | +4.9% | -6.7% | -6.4% |
| 1Y | +10.6% | +3.8% | +6.8% | +6.0% |
| 3Y | +34.9% | +63.5% | -28.6% | -1.1% |
| 5Y | +114.0% | +30.9% | +83.0% | +70.9% |
| All | +285.9% | +265.6% | +20.4% | +55.9% |
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