+71.5%
ROK vs PCOR
-7.7%
+79.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | +1.9% |
| 7D | -8.5% | +2.5% | -11.0% | -9.0% |
| 30D | -6.4% | +37.9% | -44.3% | -13.8% |
| 3M | -8.8% | +32.0% | -40.8% | -15.7% |
| 6M | -10.5% | +54.7% | -65.2% | -21.3% |
| YTD | +5.4% | +6.6% | -1.2% | +0.7% |
| 1Y | +5.0% | -1.7% | +6.7% | +2.8% |
| 3Y | +64.3% | +49.0% | +15.3% | +38.6% |
| 5Y | +34.0% | -12.5% | +46.5% | +17.5% |
| All | +71.5% | -7.7% | +79.2% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling