+61.0%
ROK vs PAAS
+195.7%
-134.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | +7.1% | -8.9% | +16.0% | +8.5% |
| 30D | -5.0% | -11.4% | +6.5% | -3.4% |
| 3M | -9.4% | -20.4% | +11.1% | -6.8% |
| 6M | -11.0% | -40.7% | +29.7% | -5.0% |
| YTD | +4.4% | -26.9% | +31.4% | +7.7% |
| 1Y | +7.4% | -3.1% | +10.5% | +6.8% |
| 3Y | +61.0% | +199.3% | -138.3% | +34.2% |
| All | +61.0% | +195.7% | -134.7% | +34.2% |
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 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