+216.8%
ROL vs PFGC
+362.5%
-145.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.3% |
| 7D | +3.4% | +15.0% | -11.6% | +2.2% |
| 30D | +20.8% | +17.0% | +3.8% | +19.1% |
| 3M | +3.7% | -2.5% | +6.2% | +3.8% |
| 6M | -27.7% | +19.2% | -46.9% | -28.8% |
| YTD | -34.9% | +23.4% | -58.4% | -36.3% |
| 1Y | -33.3% | +13.9% | -47.2% | -34.3% |
| 3Y | +4.3% | +82.0% | -77.7% | -1.3% |
| 5Y | +15.0% | +128.7% | -113.7% | +6.3% |
| All | +216.8% | +362.5% | -145.7% | +191.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling