+348.5%
ROK vs PFG
+251.1%
+97.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.1% |
| 7D | -1.2% | -0.4% | -0.8% | -1.0% |
| 30D | -4.8% | +2.9% | -7.7% | -6.5% |
| 3M | -6.1% | +6.7% | -12.8% | -10.1% |
| 6M | +15.5% | +33.8% | -18.3% | -2.9% |
| YTD | +11.2% | +35.0% | -23.8% | -7.0% |
| 1Y | +23.8% | +46.4% | -22.6% | -1.2% |
| 3Y | +53.1% | +71.7% | -18.5% | +11.3% |
| 5Y | +48.3% | +113.7% | -65.4% | -6.1% |
| All | +348.5% | +251.1% | +97.4% | +82.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling