+15,354.0%
ROK vs PTC
+6,346.6%
+9,007.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.0% | +7.3% | +2.4% |
| 7D | +0.7% | -10.3% | +10.9% | +2.7% |
| 30D | -3.3% | +1.1% | -4.5% | -3.8% |
| 3M | -5.9% | +1.6% | -7.5% | -6.9% |
| 6M | +13.9% | -13.5% | +27.3% | +15.8% |
| YTD | +12.6% | -19.1% | +31.6% | +15.8% |
| 1Y | +28.6% | -33.9% | +62.5% | +37.3% |
| 3Y | +45.1% | -3.9% | +49.0% | +43.9% |
| 5Y | +45.6% | +6.0% | +39.5% | +41.1% |
| 10Y | +345.0% | +223.7% | +121.3% | +248.6% |
| All | +15,354.0% | +6,346.6% | +9,007.4% | +6,272.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling