+23,761.0%
PH vs ROK
+15,847.2%
+7,913.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.9% |
| 7D | -3.1% | +0.7% | -3.7% | -3.4% |
| 30D | -3.2% | -3.3% | +0.1% | -1.6% |
| 3M | +10.6% | -5.9% | +16.4% | +13.6% |
| 6M | -2.1% | +13.9% | -16.0% | -9.7% |
| YTD | +10.2% | +12.6% | -2.4% | +1.8% |
| 1Y | +28.2% | +28.6% | -0.4% | +10.0% |
| 3Y | +134.9% | +45.1% | +89.8% | +84.1% |
| 5Y | +253.6% | +45.6% | +208.1% | +171.1% |
| 10Y | +804.7% | +345.0% | +459.7% | +299.7% |
| All | +23,761.0% | +15,847.2% | +7,913.8% | +2,421.8% |
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