+15,187.3%
ROK vs PNR
+3,553.7%
+11,633.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.6% | +0.1% |
| 7D | +2.8% | -3.0% | +5.8% | +4.2% |
| 30D | -2.4% | -14.9% | +12.5% | +5.0% |
| 3M | -4.7% | -19.0% | +14.3% | +3.9% |
| 6M | +16.8% | -35.9% | +52.7% | +41.5% |
| YTD | +11.4% | -43.1% | +54.5% | +42.1% |
| 1Y | +26.2% | -46.4% | +72.6% | +65.5% |
| 3Y | +51.9% | -10.8% | +62.7% | +56.6% |
| 5Y | +46.4% | -18.9% | +65.2% | +55.8% |
| 10Y | +343.5% | +64.4% | +279.1% | +243.3% |
| All | +15,187.3% | +3,553.7% | +11,633.5% | +5,801.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling