+46.2%
PFE vs ROK
+270.1%
-223.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | +0.1% |
| 7D | -0.7% | -11.0% | +10.3% | +1.4% |
| 30D | +5.3% | -8.2% | +13.5% | +6.8% |
| 3M | +10.1% | -8.5% | +18.6% | +11.6% |
| 6M | +18.0% | -12.0% | +30.0% | +20.0% |
| YTD | +25.8% | +3.1% | +22.7% | +23.1% |
| 1Y | +28.4% | +2.9% | +25.6% | +25.7% |
| 3Y | +20.9% | +60.7% | -39.7% | +4.8% |
| 5Y | -21.5% | +29.5% | -51.0% | -29.9% |
| 10Y | +46.2% | +262.6% | -216.4% | +1.5% |
| All | +46.2% | +270.1% | -223.9% | +1.5% |
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