+253.8%
PH vs ROK
+46.6%
+207.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.1% |
| 7D | +0.4% | +2.8% | -2.4% | -1.2% |
| 30D | -10.8% | -2.4% | -8.4% | -9.7% |
| 3M | +8.5% | -4.7% | +13.1% | +10.7% |
| 6M | +3.9% | +16.8% | -12.8% | -6.2% |
| YTD | +9.4% | +11.4% | -1.9% | +1.0% |
| 1Y | +26.8% | +26.2% | +0.6% | +8.6% |
| 3Y | +140.8% | +51.9% | +88.9% | +78.9% |
| 5Y | +253.8% | +46.4% | +207.4% | +167.2% |
| All | +253.8% | +46.6% | +207.2% | +167.2% |
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