+3,280.0%
PFE vs ROK
+15,847.2%
-12,567.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.5% |
| 7D | +1.8% | +0.7% | +1.1% | +1.6% |
| 30D | +10.2% | -3.3% | +13.5% | +11.0% |
| 3M | +12.7% | -5.9% | +18.5% | +13.6% |
| 6M | +10.5% | +13.9% | -3.3% | +6.4% |
| YTD | +20.2% | +12.6% | +7.6% | +15.7% |
| 1Y | +24.1% | +28.6% | -4.5% | +15.7% |
| 3Y | -3.6% | +45.1% | -48.7% | -14.6% |
| 5Y | -20.9% | +45.6% | -66.4% | -31.5% |
| 10Y | +35.8% | +345.0% | -309.2% | -13.3% |
| All | +3,280.0% | +15,847.2% | -12,567.3% | +743.7% |
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 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