+49.7%
ROK vs PTC
-2.9%
+52.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.0% | +7.3% | +3.0% |
| 7D | +0.7% | -10.3% | +10.9% | +3.7% |
| 30D | -3.3% | +1.1% | -4.5% | -4.1% |
| 3M | -5.9% | +1.6% | -7.5% | -7.2% |
| 6M | +13.9% | -13.5% | +27.3% | +19.8% |
| YTD | +12.6% | -19.1% | +31.6% | +21.7% |
| 1Y | +28.6% | -33.9% | +62.5% | +53.0% |
| All | +49.7% | -2.9% | +52.5% | +49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling