+15,354.0%
ROK vs PSA
+14,185.8%
+1,168.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.8% |
| 7D | +0.7% | -3.7% | +4.4% | +2.1% |
| 30D | -3.3% | -7.7% | +4.4% | -0.4% |
| 3M | -5.9% | -0.6% | -5.3% | -6.0% |
| 6M | +13.9% | -0.9% | +14.8% | +13.8% |
| YTD | +12.6% | +18.7% | -6.1% | +4.9% |
| 1Y | +28.6% | +7.6% | +21.0% | +24.1% |
| 3Y | +45.1% | +23.7% | +21.4% | +31.0% |
| 5Y | +45.6% | +13.7% | +31.9% | +34.9% |
| 10Y | +345.0% | +98.9% | +246.2% | +223.0% |
| All | +15,354.0% | +14,185.8% | +1,168.3% | +4,624.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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