+47.0%
ROK vs PFG
+109.8%
-62.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.2% |
| 7D | +0.2% | +3.2% | -3.0% | -1.9% |
| 30D | -1.8% | +0.9% | -2.7% | -2.6% |
| 3M | -7.2% | +7.7% | -14.9% | -12.0% |
| 6M | +14.2% | +29.0% | -14.8% | -3.2% |
| YTD | +10.6% | +32.5% | -21.9% | -7.8% |
| 1Y | +25.9% | +47.3% | -21.4% | -1.8% |
| 3Y | +50.8% | +68.2% | -17.5% | +8.6% |
| 5Y | +47.0% | +108.5% | -61.4% | -5.7% |
| All | +47.0% | +109.8% | -62.8% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling