+12,304.7%
PCAR vs ROK
+13,716.9%
-1,412.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -1.7% |
| 7D | +0.1% | -13.8% | +13.9% | +7.1% |
| 30D | -4.6% | -14.9% | +10.4% | +2.6% |
| 3M | -22.6% | -14.7% | -7.9% | -17.1% |
| 6M | -12.0% | -17.7% | +5.7% | -4.5% |
| YTD | -6.1% | -2.5% | -3.6% | -7.4% |
| 1Y | +6.3% | +2.3% | +4.1% | +2.3% |
| 3Y | +31.8% | +52.7% | -20.9% | -1.2% |
| 5Y | +104.2% | +20.5% | +83.6% | +66.8% |
| 10Y | +302.9% | +284.0% | +18.9% | +71.2% |
| All | +12,304.7% | +13,716.9% | -1,412.2% | +1,105.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling