+378.1%
PSX vs ROK
+357.9%
+20.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.4% |
| 7D | +1.7% | -1.2% | +3.0% | +2.3% |
| 30D | +15.6% | -4.8% | +20.4% | +18.0% |
| 3M | +46.5% | -6.1% | +52.6% | +49.2% |
| 6M | +55.0% | +15.5% | +39.5% | +40.9% |
| YTD | +105.3% | +11.2% | +94.1% | +88.6% |
| 1Y | +101.6% | +23.8% | +77.8% | +74.8% |
| 3Y | +134.1% | +53.1% | +81.0% | +75.1% |
| 5Y | +368.7% | +48.3% | +320.4% | +238.4% |
| All | +378.1% | +357.9% | +20.2% | +89.8% |
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 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