+341.2%
ROK vs PFGC
+294.6%
+46.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.8% |
| 7D | -1.6% | -4.8% | +3.2% | -0.4% |
| 30D | -5.4% | -17.2% | +11.8% | -0.9% |
| 3M | -4.0% | -6.3% | +2.4% | -2.5% |
| 6M | +13.3% | +8.8% | +4.5% | +10.5% |
| YTD | +9.3% | +4.9% | +4.4% | +7.2% |
| 1Y | +25.8% | -9.5% | +35.3% | +27.8% |
| 3Y | +49.1% | +59.6% | -10.5% | +31.3% |
| 5Y | +45.9% | +113.5% | -67.7% | +17.9% |
| All | +341.2% | +294.6% | +46.6% | +219.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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