+3.8%
ROK vs PTC
+10.3%
-6.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | +6.1% | +0.8% | +5.2% | +6.1% |
| 30D | -6.5% | +1.2% | -7.7% | -6.5% |
| 3M | -10.2% | +32.6% | -42.8% | -10.0% |
| 6M | -10.6% | +36.1% | -46.7% | -9.5% |
| YTD | +4.9% | +12.7% | -7.8% | +13.3% |
| 1Y | +3.8% | +10.2% | -6.3% | +13.4% |
| All | +3.8% | +10.3% | -6.5% | +13.4% |
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