+4.6%
ROL vs PFGC
+65.1%
-60.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -1.4% | -2.2% | +0.8% | -1.2% |
| 30D | -4.1% | -11.9% | +7.9% | -2.7% |
| 3M | -22.5% | +5.0% | -27.5% | -22.9% |
| 6M | -37.7% | +8.6% | -46.3% | -38.4% |
| YTD | -39.6% | +9.7% | -49.3% | -40.5% |
| 1Y | -36.0% | -6.3% | -29.7% | -35.3% |
| All | +4.6% | +65.1% | -60.6% | -5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling