+354.9%
ROK vs PTC
+196.2%
+158.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | +0.6% |
| 7D | +0.2% | -13.6% | +13.7% | +6.0% |
| 30D | -1.8% | -14.7% | +12.9% | +4.1% |
| 3M | -7.2% | -5.9% | -1.3% | -6.8% |
| 6M | +14.2% | -21.1% | +35.3% | +22.9% |
| YTD | +10.6% | -26.0% | +36.6% | +21.9% |
| 1Y | +25.9% | -36.8% | +62.7% | +48.5% |
| 3Y | +50.8% | -10.3% | +61.0% | +49.3% |
| 5Y | +47.0% | +1.2% | +45.9% | +35.4% |
| 10Y | +354.9% | +198.3% | +156.6% | +152.7% |
| All | +354.9% | +196.2% | +158.7% | +152.7% |
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 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