+53.4%
ROK vs PFG
+68.9%
-15.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.2% |
| 7D | +2.8% | +6.0% | -3.2% | -1.1% |
| 30D | -2.4% | +2.2% | -4.6% | -4.0% |
| 3M | -4.7% | +10.4% | -15.1% | -11.5% |
| 6M | +16.8% | +27.8% | -11.0% | -2.1% |
| YTD | +11.4% | +33.6% | -22.3% | -9.5% |
| 1Y | +26.2% | +49.3% | -23.1% | -5.2% |
| All | +53.4% | +68.9% | -15.5% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling