+61.0%
ROK vs PFG
+82.7%
-21.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.8% |
| 7D | +7.1% | +2.4% | +4.7% | +5.4% |
| 30D | -5.0% | +5.9% | -10.8% | -8.0% |
| 3M | -9.4% | -0.4% | -8.9% | -9.3% |
| 6M | -11.0% | +14.8% | -25.8% | -20.0% |
| YTD | +4.4% | +31.9% | -27.5% | -15.1% |
| 1Y | +7.4% | +38.8% | -31.4% | -15.9% |
| 3Y | +61.0% | +82.4% | -21.4% | +4.6% |
| All | +61.0% | +82.7% | -21.7% | +4.6% |
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