+264.9%
ROK vs PTC
+313.0%
-48.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | +6.1% | +0.8% | +5.2% | +5.8% |
| 30D | -6.5% | +1.2% | -7.7% | -6.9% |
| 3M | -10.2% | +32.6% | -42.8% | -21.3% |
| 6M | -10.6% | +36.1% | -46.7% | -23.8% |
| YTD | +4.9% | +12.7% | -7.8% | -3.7% |
| 1Y | +3.8% | +10.2% | -6.3% | -3.7% |
| 3Y | +63.5% | +29.4% | +34.1% | +38.3% |
| 5Y | +30.9% | +61.1% | -30.1% | -1.2% |
| All | +264.9% | +313.0% | -48.0% | +80.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling