+106.6%
PCAR vs ROK
+19.3%
+87.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -1.9% |
| 7D | +0.1% | -13.8% | +13.9% | +5.2% |
| 30D | -4.6% | -14.9% | +10.4% | +0.7% |
| 3M | -22.6% | -14.7% | -7.9% | -18.5% |
| 6M | -12.0% | -17.7% | +5.7% | -6.4% |
| YTD | -6.1% | -2.5% | -3.6% | -7.1% |
| 1Y | +6.3% | +2.3% | +4.1% | +3.3% |
| 3Y | +31.8% | +52.7% | -20.9% | +6.1% |
| All | +106.6% | +19.3% | +87.3% | +68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling