+6,922.5%
ROK vs PAAS
+1,235.6%
+5,686.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.5% |
| 7D | +0.7% | -2.9% | +3.6% | +1.0% |
| 30D | -3.3% | +6.8% | -10.1% | -4.1% |
| 3M | -5.9% | -2.9% | -3.0% | -5.9% |
| 6M | +13.9% | -16.4% | +30.3% | +15.3% |
| YTD | +12.6% | 0.0% | +12.6% | +11.5% |
| 1Y | +28.6% | +54.3% | -25.7% | +21.4% |
| 3Y | +45.1% | +230.7% | -185.6% | +24.3% |
| 5Y | +45.6% | +111.6% | -66.1% | +28.3% |
| 10Y | +345.0% | +211.7% | +133.3% | +257.6% |
| All | +6,922.5% | +1,235.6% | +5,686.9% | +4,941.9% |
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