+28.6%
ROK vs PTC
-33.3%
+61.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.0% | +7.3% | +1.2% |
| 7D | +0.7% | -10.3% | +10.9% | +0.6% |
| 30D | -3.3% | +1.1% | -4.5% | -3.4% |
| 3M | -5.9% | +1.6% | -7.5% | -5.5% |
| 6M | +13.9% | -13.5% | +27.3% | +18.4% |
| YTD | +12.6% | -19.1% | +31.6% | +18.2% |
| 1Y | +28.6% | -33.9% | +62.5% | +42.7% |
| All | +28.6% | -33.3% | +61.8% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 1y: compounded portfolio wealth divided by compounded PTC 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…
1y analysis · Full analysis span regression · 6 months rolling