+59.1%
ROK vs PAAS
+224.2%
-165.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.9% | +0.7% | +3.2% |
| 7D | -11.5% | +8.8% | -20.4% | -12.6% |
| 30D | -10.0% | -8.5% | -1.5% | -8.9% |
| 3M | -11.4% | -17.0% | +5.6% | -9.4% |
| 6M | -13.7% | -27.9% | +14.2% | -10.4% |
| YTD | +1.0% | -17.5% | +18.5% | +2.5% |
| 1Y | +5.6% | +22.8% | -17.2% | +1.9% |
| 3Y | +59.1% | +224.2% | -165.1% | +31.8% |
| All | +59.1% | +224.2% | -165.1% | +31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling