+21.8%
ROK vs PTC
+55.9%
-34.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -13.8% | -0.2% | -13.6% | -13.8% |
| 30D | -14.9% | +0.8% | -15.7% | -15.1% |
| 3M | -14.7% | +32.1% | -46.8% | -23.5% |
| 6M | -17.7% | +42.6% | -60.3% | -29.6% |
| YTD | -2.5% | +12.0% | -14.4% | -7.0% |
| 1Y | +2.3% | +12.2% | -9.9% | -2.6% |
| 3Y | +52.7% | +31.2% | +21.5% | +29.7% |
| All | +21.8% | +55.9% | -34.1% | -7.9% |
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