+150.0%
PM vs ROK
+63.3%
+86.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.2% |
| 7D | +0.5% | +7.1% | -6.5% | +0.6% |
| 30D | -3.2% | -5.0% | +1.7% | -3.1% |
| 3M | +6.2% | -9.4% | +15.6% | +6.3% |
| 6M | +7.7% | -11.0% | +18.7% | +7.7% |
| YTD | +27.3% | +4.4% | +22.8% | +27.1% |
| 1Y | +32.8% | +7.4% | +25.4% | +32.5% |
| 3Y | +150.0% | +61.0% | +89.0% | +140.4% |
| All | +150.0% | +63.3% | +86.7% | +140.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling