+4,874.7%
ROK vs PFG
+1,015.3%
+3,859.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +2.0% |
| 7D | +0.7% | +5.5% | -4.8% | -1.8% |
| 30D | -3.3% | +2.4% | -5.7% | -4.5% |
| 3M | -5.9% | +13.6% | -19.4% | -11.4% |
| 6M | +13.9% | +27.9% | -14.0% | +1.8% |
| YTD | +12.6% | +35.6% | -23.0% | -1.9% |
| 1Y | +28.6% | +48.5% | -19.9% | +7.7% |
| 3Y | +45.1% | +66.9% | -21.8% | +15.5% |
| 5Y | +45.6% | +111.0% | -65.4% | +3.8% |
| 10Y | +345.0% | +244.5% | +100.5% | +146.1% |
| All | +4,874.7% | +1,015.3% | +3,859.4% | +1,338.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling