+15,078.6%
ROK vs PPG
+2,625.9%
+12,452.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | +0.7% |
| 7D | +0.2% | -3.7% | +3.9% | +2.4% |
| 30D | -1.8% | -7.2% | +5.4% | +2.6% |
| 3M | -7.2% | -7.3% | +0.2% | -3.6% |
| 6M | +14.2% | +0.3% | +13.9% | +12.6% |
| YTD | +10.6% | +6.5% | +4.0% | +4.7% |
| 1Y | +25.9% | +0.5% | +25.4% | +22.9% |
| 3Y | +50.8% | -15.3% | +66.1% | +61.6% |
| 5Y | +47.0% | -22.9% | +69.9% | +63.0% |
| 10Y | +354.9% | +28.4% | +326.5% | +262.5% |
| All | +15,078.6% | +2,625.9% | +12,452.7% | +2,957.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling