+1,158.7%
PSX vs ROK
+593.1%
+565.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +7.8% | +7.1% | +0.7% | +4.5% |
| 30D | -10.9% | -5.0% | -5.9% | -9.4% |
| 3M | +14.5% | -9.4% | +23.9% | +18.6% |
| 6M | +56.1% | -11.0% | +67.1% | +60.9% |
| YTD | +109.6% | +4.4% | +105.1% | +96.0% |
| 1Y | +95.5% | +7.4% | +88.1% | +80.0% |
| 3Y | +156.2% | +61.0% | +95.2% | +83.9% |
| 5Y | +310.0% | +30.4% | +279.6% | +213.8% |
| 10Y | +368.0% | +264.8% | +103.3% | +90.8% |
| All | +1,158.7% | +593.1% | +565.6% | +244.7% |
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