+47.5%
ROK vs PNR
-21.7%
+69.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +1.9% | +1.8% |
| 7D | -1.2% | -6.0% | +4.8% | +2.4% |
| 30D | -4.8% | -14.0% | +9.2% | +3.7% |
| 3M | -6.1% | -21.7% | +15.6% | +6.5% |
| 6M | +15.5% | -37.3% | +52.8% | +49.7% |
| YTD | +11.2% | -45.1% | +56.3% | +55.7% |
| 1Y | +23.8% | -49.1% | +73.0% | +82.0% |
| 3Y | +53.1% | -14.8% | +68.0% | +59.4% |
| All | +47.5% | -21.7% | +69.2% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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