+4.6%
ROL vs PFG
+70.7%
-66.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +2.0% | +0.8% |
| 7D | -1.4% | +5.5% | -7.0% | -2.7% |
| 30D | -4.1% | +2.4% | -6.5% | -4.7% |
| 3M | -22.5% | +13.6% | -36.1% | -24.9% |
| 6M | -37.7% | +27.9% | -65.5% | -41.3% |
| YTD | -39.6% | +35.6% | -75.1% | -43.8% |
| 1Y | -36.0% | +48.5% | -84.5% | -41.8% |
| All | +4.6% | +70.7% | -66.2% | -11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling