+30.1%
ROK vs PFGC
+138.1%
-108.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | +7.1% | +3.4% | +3.7% | +5.8% |
| 30D | -5.0% | +16.9% | -21.9% | -10.5% |
| 3M | -9.4% | +6.4% | -15.8% | -11.8% |
| 6M | -11.0% | +16.0% | -27.0% | -16.5% |
| YTD | +4.4% | +23.6% | -19.2% | -5.2% |
| 1Y | +7.4% | +16.6% | -9.2% | -0.3% |
| 3Y | +61.0% | +82.3% | -21.3% | +25.7% |
| All | +30.1% | +138.1% | -108.0% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling