+23,646.7%
PH vs ROK
+14,758.7%
+8,888.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | +7.4% | +6.1% | +1.3% | +4.0% |
| 30D | +0.5% | -6.5% | +7.0% | +3.5% |
| 3M | -10.2% | -10.2% | -0.1% | -5.6% |
| 6M | +8.9% | -10.6% | +19.5% | +14.1% |
| YTD | +9.7% | +4.9% | +4.8% | +4.5% |
| 1Y | +12.8% | +3.8% | +9.0% | +8.0% |
| 3Y | +134.6% | +63.5% | +71.1% | +71.4% |
| 5Y | +204.5% | +30.9% | +173.6% | +146.0% |
| 10Y | +697.5% | +266.4% | +431.2% | +286.2% |
| All | +23,646.7% | +14,758.7% | +8,888.0% | +2,488.8% |
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