+45.4%
ROK vs PLTD
-77.3%
+122.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.4% | -0.9% |
| 7D | +2.8% | +4.5% | -1.8% | +3.2% |
| 30D | -2.4% | -0.7% | -1.7% | -2.4% |
| 3M | -4.7% | -31.0% | +26.4% | -6.8% |
| 6M | +16.8% | -24.8% | +41.6% | +16.3% |
| YTD | +11.4% | -18.6% | +29.9% | +13.2% |
| 1Y | +26.2% | -31.8% | +58.0% | +25.0% |
| All | +45.4% | -77.3% | +122.7% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTD.
Daily Out/Under-Performance
Portfolio return minus PLTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTD 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 5y: compounded portfolio wealth divided by compounded PLTD 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…
5y analysis · Full analysis span regression · 6 months rolling