+35.2%
PFE vs ROK
+343.9%
-308.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -4.3% | +0.2% | -4.4% | -4.3% |
| 30D | +2.7% | -1.8% | +4.5% | +3.0% |
| 3M | +10.0% | -7.2% | +17.2% | +11.2% |
| 6M | +7.2% | +14.2% | -7.0% | +3.2% |
| YTD | +17.3% | +10.6% | +6.8% | +13.6% |
| 1Y | +20.3% | +25.9% | -5.6% | +13.1% |
| 3Y | -1.6% | +50.8% | -52.4% | -13.1% |
| 5Y | -21.4% | +47.0% | -68.4% | -31.7% |
| 10Y | +35.2% | +354.9% | -319.7% | -17.8% |
| All | +35.2% | +343.9% | -308.7% | -17.8% |
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