+6,202.9%
ROK vs PAAS
+1,002.0%
+5,200.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.9% | +0.7% | +3.3% |
| 7D | -11.5% | +8.8% | -20.4% | -12.3% |
| 30D | -10.0% | -8.5% | -1.5% | -9.2% |
| 3M | -11.4% | -17.0% | +5.6% | -10.0% |
| 6M | -13.7% | -27.9% | +14.2% | -11.2% |
| YTD | +1.0% | -17.5% | +18.5% | +2.0% |
| 1Y | +5.6% | +22.8% | -17.2% | +2.2% |
| 3Y | +59.1% | +224.2% | -165.1% | +36.7% |
| 5Y | +26.1% | +73.6% | -47.5% | +13.4% |
| 10Y | +266.4% | +186.4% | +80.1% | +197.4% |
| All | +6,202.9% | +1,002.0% | +5,200.9% | +4,509.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling