+15,068.3%
PCAR vs ROK
+15,847.2%
-778.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.5% |
| 7D | -0.5% | +0.7% | -1.2% | -0.9% |
| 30D | -6.2% | -3.3% | -2.9% | -4.7% |
| 3M | +5.9% | -5.9% | +11.8% | +8.7% |
| 6M | +0.4% | +13.9% | -13.5% | -6.9% |
| YTD | +14.8% | +12.6% | +2.2% | +6.5% |
| 1Y | +30.1% | +28.6% | +1.5% | +12.5% |
| 3Y | +66.7% | +45.1% | +21.5% | +29.7% |
| 5Y | +166.1% | +45.6% | +120.6% | +99.3% |
| 10Y | +353.7% | +345.0% | +8.6% | +80.5% |
| All | +15,068.3% | +15,847.2% | -778.9% | +1,285.9% |
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 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