+220.7%
ROL vs PFGC
+351.0%
-130.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.5% |
| 7D | +3.0% | +3.4% | -0.4% | +2.7% |
| 30D | +19.8% | +16.9% | +2.8% | +18.2% |
| 3M | +7.9% | +6.4% | +1.5% | +7.3% |
| 6M | -25.6% | +16.0% | -41.7% | -26.6% |
| YTD | -34.1% | +23.6% | -57.8% | -35.5% |
| 1Y | -31.4% | +16.6% | -48.0% | -32.5% |
| 3Y | +4.7% | +82.3% | -77.6% | -1.0% |
| 5Y | +15.6% | +138.7% | -123.1% | +6.7% |
| All | +220.7% | +351.0% | -130.3% | +194.6% |
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