-4.7%
ROL vs PFG
+110.7%
-115.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.2% |
| 7D | -3.4% | +6.0% | -9.4% | -4.9% |
| 30D | -6.9% | +2.2% | -9.2% | -7.5% |
| 3M | -24.6% | +10.4% | -35.0% | -26.7% |
| 6M | -39.5% | +27.8% | -67.3% | -43.4% |
| YTD | -41.1% | +33.6% | -74.8% | -45.6% |
| 1Y | -37.9% | +49.3% | -87.2% | -44.4% |
| 3Y | +0.8% | +69.7% | -68.9% | -14.3% |
| 5Y | -4.7% | +111.3% | -116.0% | -25.0% |
| All | -4.7% | +110.7% | -115.4% | -25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling