+25.0%
ROK vs PFG
+46.8%
-21.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.1% | -4.7% | -2.1% |
| 7D | 0.0% | +4.9% | -4.9% | -1.8% |
| 30D | -2.5% | +5.7% | -8.1% | -4.5% |
| 3M | 0.0% | +2.6% | -2.6% | -1.1% |
| 6M | +11.6% | +19.8% | -8.2% | -0.5% |
| YTD | +15.2% | +36.3% | -21.1% | -6.0% |
| 1Y | +25.0% | +47.9% | -22.9% | -3.8% |
| All | +25.0% | +46.8% | -21.8% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling