+53.1%
ROK vs PPG
-17.4%
+70.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.2% | +1.4% |
| 7D | -1.2% | -6.2% | +5.0% | +2.4% |
| 30D | -4.8% | -7.9% | +3.1% | -0.3% |
| 3M | -6.1% | -10.2% | +4.1% | -0.9% |
| 6M | +15.5% | +2.7% | +12.8% | +12.1% |
| YTD | +11.2% | +4.9% | +6.3% | +5.4% |
| 1Y | +23.8% | -3.2% | +27.0% | +23.3% |
| 3Y | +53.1% | -17.0% | +70.1% | +68.4% |
| All | +53.1% | -17.4% | +70.5% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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