+263.4%
ROK vs PFGC
+351.0%
-87.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | +7.1% | +3.4% | +3.7% | +6.2% |
| 30D | -5.0% | +16.9% | -21.9% | -9.0% |
| 3M | -9.4% | +6.4% | -15.8% | -11.2% |
| 6M | -11.0% | +16.0% | -27.0% | -14.9% |
| YTD | +4.4% | +23.6% | -19.2% | -2.2% |
| 1Y | +7.4% | +16.6% | -9.2% | +2.0% |
| 3Y | +61.0% | +82.3% | -21.3% | +36.6% |
| 5Y | +30.4% | +138.7% | -108.3% | +2.2% |
| All | +263.4% | +351.0% | -87.6% | +155.3% |
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