+208.2%
ROL vs PFGC
+287.3%
-79.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.1% |
| 7D | -3.3% | -3.7% | +0.4% | -3.0% |
| 30D | -7.2% | -16.0% | +8.7% | -5.9% |
| 3M | -27.0% | -4.1% | -22.8% | -26.8% |
| 6M | -39.5% | +8.7% | -48.2% | -40.0% |
| YTD | -41.8% | +6.4% | -48.1% | -42.2% |
| 1Y | -38.9% | -8.4% | -30.5% | -38.6% |
| 3Y | -0.4% | +61.8% | -62.1% | -4.7% |
| 5Y | -4.2% | +108.7% | -112.9% | -10.5% |
| 10Y | +208.2% | +298.1% | -89.9% | +184.9% |
| All | +208.2% | +287.3% | -79.1% | +184.9% |
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