+25.9%
ROK vs PAAS
+48.5%
-22.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.4% | -1.3% |
| 7D | +0.2% | +2.6% | -2.5% | -0.3% |
| 30D | -1.8% | +2.5% | -4.3% | -2.4% |
| 3M | -7.2% | +15.1% | -22.3% | -9.8% |
| 6M | +14.2% | -12.1% | +26.2% | +15.2% |
| YTD | +10.6% | +3.1% | +7.5% | +9.1% |
| 1Y | +25.9% | +50.8% | -24.9% | +17.2% |
| All | +25.9% | +48.5% | -22.6% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 1y: compounded portfolio wealth divided by compounded PAAS 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…
1y analysis · Full analysis span regression · 6 months rolling