+13,770.5%
ROK vs PTC
+8,854.1%
+4,916.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.5% |
| 7D | -11.5% | +0.8% | -12.3% | -11.7% |
| 30D | -10.0% | +0.7% | -10.7% | -10.1% |
| 3M | -11.4% | +32.6% | -44.1% | -17.2% |
| 6M | -13.7% | +33.6% | -47.3% | -19.9% |
| YTD | +1.0% | +12.4% | -11.4% | -3.5% |
| 1Y | +5.6% | +11.2% | -5.6% | +1.1% |
| 3Y | +59.1% | +31.7% | +27.4% | +47.0% |
| 5Y | +26.1% | +60.1% | -33.9% | +12.0% |
| 10Y | +266.4% | +317.2% | -50.8% | +170.1% |
| All | +13,770.5% | +8,854.1% | +4,916.5% | +5,211.8% |
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