+52.7%
ROK vs PCOR
+43.8%
+9.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -13.8% | +22.7% | -36.6% | -17.5% |
| 30D | -14.9% | +37.5% | -52.4% | -20.6% |
| 3M | -14.7% | +35.2% | -49.9% | -20.5% |
| 6M | -17.7% | +42.2% | -59.9% | -24.7% |
| YTD | -2.5% | +3.6% | -6.0% | -3.4% |
| 1Y | +2.3% | -4.8% | +7.0% | +4.3% |
| 3Y | +52.7% | +48.3% | +4.4% | +33.7% |
| All | +52.7% | +43.8% | +9.0% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling