+14,048.4%
ROK vs PTC
+8,885.1%
+5,163.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | -11.0% | +1.3% | -12.3% | -11.2% |
| 30D | -8.2% | +1.1% | -9.3% | -8.4% |
| 3M | -8.5% | +30.1% | -38.6% | -14.1% |
| 6M | -12.0% | +34.0% | -46.0% | -18.4% |
| YTD | +3.1% | +12.8% | -9.8% | -1.6% |
| 1Y | +2.9% | +10.7% | -7.9% | -1.4% |
| 3Y | +60.7% | +29.6% | +31.0% | +48.9% |
| 5Y | +29.5% | +63.5% | -34.1% | +14.5% |
| 10Y | +262.6% | +316.7% | -54.1% | +167.3% |
| All | +14,048.4% | +8,885.1% | +5,163.2% | +5,314.7% |
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