+359.1%
PCAR vs ROK
+342.8%
+16.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.2% |
| 7D | 0.0% | +2.8% | -2.7% | -1.3% |
| 30D | -7.7% | -2.4% | -5.3% | -6.7% |
| 3M | +3.7% | -4.7% | +8.4% | +5.6% |
| 6M | +2.3% | +16.8% | -14.4% | -6.0% |
| YTD | +12.8% | +11.4% | +1.4% | +5.6% |
| 1Y | +27.8% | +26.2% | +1.6% | +12.3% |
| 3Y | +61.8% | +51.9% | +9.9% | +24.7% |
| 5Y | +168.2% | +46.4% | +121.8% | +103.6% |
| 10Y | +359.1% | +343.5% | +15.6% | +75.6% |
| All | +359.1% | +342.8% | +16.3% | +75.6% |
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