+216.0%
PH vs ROK
+32.4%
+183.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | -0.5% |
| 7D | +6.9% | -8.5% | +15.4% | +11.4% |
| 30D | +1.7% | -6.4% | +8.1% | +4.7% |
| 3M | -8.1% | -8.8% | +0.7% | -4.1% |
| 6M | +11.5% | -10.5% | +22.0% | +16.7% |
| YTD | +11.4% | +5.4% | +6.0% | +5.0% |
| 1Y | +14.1% | +5.0% | +9.1% | +7.8% |
| 3Y | +138.2% | +64.3% | +73.9% | +66.6% |
| 5Y | +216.0% | +34.0% | +182.0% | +143.4% |
| All | +216.0% | +32.4% | +183.6% | +143.4% |
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