+116.1%
PG vs ROK
+357.9%
-241.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.4% |
| 7D | -0.8% | -1.2% | +0.5% | -0.6% |
| 30D | +0.8% | -4.8% | +5.6% | +1.5% |
| 3M | -1.3% | -6.1% | +4.8% | -0.7% |
| 6M | -3.8% | +15.5% | -19.3% | -6.5% |
| YTD | +3.6% | +11.2% | -7.5% | +1.1% |
| 1Y | -5.7% | +23.8% | -29.6% | -9.8% |
| 3Y | +1.6% | +53.1% | -51.5% | -8.1% |
| 5Y | +14.6% | +48.3% | -33.7% | +2.2% |
| All | +116.1% | +357.9% | -241.8% | +50.7% |
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 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