+46.9%
PM vs ROK
+25.3%
+21.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.1% | +1.5% |
| 7D | +4.3% | 0.0% | +4.2% | +4.3% |
| 30D | +11.5% | -2.5% | +14.0% | +11.3% |
| 3M | +13.0% | 0.0% | +13.0% | +13.2% |
| 6M | +25.9% | +11.6% | +14.3% | +26.0% |
| YTD | +34.0% | +15.2% | +18.8% | +34.4% |
| 1Y | +46.9% | +25.0% | +21.9% | +45.1% |
| All | +46.9% | +25.3% | +21.6% | +45.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling