+2,090.1%
PPL vs ROK
+15,847.2%
-13,757.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.3% |
| 7D | +2.7% | +0.7% | +2.0% | +2.5% |
| 30D | +0.5% | -3.3% | +3.8% | +1.1% |
| 3M | +0.7% | -5.9% | +6.5% | +1.5% |
| 6M | -7.6% | +13.9% | -21.5% | -10.8% |
| YTD | +1.8% | +12.6% | -10.8% | -1.7% |
| 1Y | -0.8% | +28.6% | -29.3% | -7.1% |
| 3Y | +56.9% | +45.1% | +11.8% | +39.6% |
| 5Y | +39.5% | +45.6% | -6.0% | +21.9% |
| 10Y | +55.4% | +345.0% | -289.6% | +4.8% |
| All | +2,090.1% | +15,847.2% | -13,757.2% | +727.4% |
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 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