+263.4%
ROK vs PTC
+312.5%
-49.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +7.1% | +0.5% | +6.6% | +6.9% |
| 30D | -5.0% | +1.2% | -6.2% | -5.3% |
| 3M | -9.4% | +27.4% | -36.7% | -19.3% |
| 6M | -11.0% | +39.2% | -50.2% | -24.8% |
| YTD | +4.4% | +12.5% | -8.1% | -4.0% |
| 1Y | +7.4% | +12.3% | -4.9% | -1.3% |
| 3Y | +61.0% | +28.8% | +32.1% | +36.4% |
| 5Y | +30.4% | +60.9% | -30.5% | -1.6% |
| All | +263.4% | +312.5% | -49.1% | +79.3% |
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