+46.4%
ROK vs PTC
+1.8%
+44.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.5% | +4.4% | +1.0% |
| 7D | +2.8% | -12.8% | +15.6% | +8.0% |
| 30D | -2.4% | -9.8% | +7.4% | +0.9% |
| 3M | -4.7% | -2.1% | -2.6% | -5.7% |
| 6M | +16.8% | -18.1% | +34.9% | +24.5% |
| YTD | +11.4% | -23.5% | +34.9% | +22.2% |
| 1Y | +26.2% | -37.4% | +63.5% | +52.1% |
| 3Y | +51.9% | -7.2% | +59.1% | +46.5% |
| 5Y | +46.4% | +2.7% | +43.7% | +28.9% |
| All | +46.4% | +1.8% | +44.5% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling