+58.7%
ROK vs PCOR
-10.3%
+69.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -13.8% | +22.7% | -36.6% | -18.3% |
| 30D | -14.9% | +37.5% | -52.4% | -21.7% |
| 3M | -14.7% | +35.2% | -49.9% | -21.6% |
| 6M | -17.7% | +42.2% | -59.9% | -26.1% |
| YTD | -2.5% | +3.6% | -6.0% | -6.2% |
| 1Y | +2.3% | -4.8% | +7.0% | +0.8% |
| 3Y | +52.7% | +48.3% | +4.4% | +28.7% |
| 5Y | +20.5% | -20.1% | +40.6% | +7.2% |
| All | +58.7% | -10.3% | +69.0% | +41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling