+66.8%
PPL vs ROK
+270.1%
-203.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.4% |
| 7D | 0.0% | -11.0% | +11.1% | +2.3% |
| 30D | +4.3% | -8.2% | +12.5% | +5.8% |
| 3M | +2.9% | -8.5% | +11.4% | +4.4% |
| 6M | +1.1% | -12.0% | +13.1% | +3.0% |
| YTD | +4.5% | +3.1% | +1.4% | +1.6% |
| 1Y | +0.1% | +2.9% | -2.8% | -2.7% |
| 3Y | +55.7% | +60.7% | -5.0% | +29.2% |
| 5Y | +47.6% | +29.5% | +18.1% | +28.0% |
| 10Y | +66.8% | +262.6% | -195.8% | +12.0% |
| All | +66.8% | +270.1% | -203.3% | +12.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling