+427.5%
ROK vs PFGC
+419.1%
+8.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +0.7% | -2.2% | +2.9% | +1.2% |
| 30D | -3.3% | -11.9% | +8.6% | -0.3% |
| 3M | -5.9% | +5.0% | -10.9% | -7.2% |
| 6M | +13.9% | +8.6% | +5.3% | +11.2% |
| YTD | +12.6% | +9.7% | +2.9% | +9.2% |
| 1Y | +28.6% | -6.3% | +34.9% | +29.5% |
| 3Y | +45.1% | +58.2% | -13.1% | +28.3% |
| 5Y | +45.6% | +110.4% | -64.9% | +18.4% |
| 10Y | +345.0% | +272.8% | +72.3% | +209.4% |
| All | +427.5% | +419.1% | +8.4% | +248.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling