-36.0%
ROL vs PFGC
-5.1%
-30.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | -1.4% | -2.2% | +0.8% | -1.3% |
| 30D | -4.1% | -11.9% | +7.9% | -3.6% |
| 3M | -22.5% | +5.0% | -27.5% | -22.3% |
| 6M | -37.7% | +8.6% | -46.3% | -37.8% |
| YTD | -39.6% | +9.7% | -49.3% | -40.0% |
| 1Y | -36.0% | -6.3% | -29.7% | -32.4% |
| All | -36.0% | -5.1% | -30.9% | -32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling