+214.9%
ROL vs PFG
+203.0%
+11.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.0% | -2.0% | +1.1% |
| 7D | +7.5% | +2.3% | +5.2% | +6.9% |
| 30D | +21.1% | +7.6% | +13.5% | +19.1% |
| 3M | +3.1% | +2.5% | +0.6% | +2.4% |
| 6M | -27.4% | +16.6% | -44.0% | -30.2% |
| YTD | -34.7% | +34.1% | -68.8% | -39.3% |
| 1Y | -32.9% | +44.1% | -77.0% | -38.8% |
| 3Y | +6.1% | +86.3% | -80.1% | -10.0% |
| 5Y | +16.3% | +101.6% | -85.2% | -4.5% |
| 10Y | +214.9% | +197.9% | +17.0% | +124.0% |
| All | +214.9% | +203.0% | +11.9% | +124.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling