-20.7%
PFE vs ROK
+46.3%
-67.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.4% |
| 7D | +1.8% | +0.7% | +1.1% | +1.6% |
| 30D | +10.2% | -3.3% | +13.5% | +10.7% |
| 3M | +12.7% | -5.9% | +18.5% | +13.3% |
| 6M | +10.5% | +13.9% | -3.3% | +7.4% |
| YTD | +20.2% | +12.6% | +7.6% | +16.8% |
| 1Y | +24.1% | +28.6% | -4.5% | +18.0% |
| 3Y | -3.6% | +45.1% | -48.7% | -11.5% |
| All | -20.7% | +46.3% | -67.0% | -32.7% |
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