+208.2%
ROL vs PFG
+239.8%
-31.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -3.3% | +3.2% | -6.5% | -4.1% |
| 30D | -7.2% | +0.9% | -8.2% | -7.5% |
| 3M | -27.0% | +7.7% | -34.7% | -28.4% |
| 6M | -39.5% | +29.0% | -68.5% | -43.2% |
| YTD | -41.8% | +32.5% | -74.3% | -45.7% |
| 1Y | -38.9% | +47.3% | -86.2% | -44.5% |
| 3Y | -0.4% | +68.2% | -68.6% | -13.5% |
| 5Y | -4.2% | +108.5% | -112.7% | -21.9% |
| 10Y | +208.2% | +241.4% | -33.2% | +106.6% |
| All | +208.2% | +239.8% | -31.6% | +106.6% |
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