+3,372.6%
PFE vs ROK
+14,213.2%
-10,840.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.6% | -4.1% | -1.4% |
| 7D | -4.7% | -11.5% | +6.8% | -2.3% |
| 30D | +3.4% | -10.0% | +13.4% | +5.5% |
| 3M | +9.2% | -11.4% | +20.7% | +11.7% |
| 6M | +15.8% | -13.7% | +29.5% | +18.5% |
| YTD | +23.4% | +1.0% | +22.4% | +21.3% |
| 1Y | +25.8% | +5.6% | +20.2% | +22.3% |
| 3Y | +17.8% | +59.1% | -41.2% | +1.7% |
| 5Y | -20.2% | +26.1% | -46.3% | -28.8% |
| 10Y | +49.6% | +266.4% | -216.8% | -0.5% |
| All | +3,372.6% | +14,213.2% | -10,840.6% | +784.6% |
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