-4.7%
ROL vs PFGC
+110.5%
-115.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.7% | -2.2% |
| 7D | -3.4% | -2.4% | -1.0% | -3.0% |
| 30D | -6.9% | -15.8% | +8.8% | -4.3% |
| 3M | -24.6% | -0.6% | -24.0% | -24.6% |
| 6M | -39.5% | +10.7% | -50.2% | -40.7% |
| YTD | -41.1% | +7.6% | -48.7% | -42.2% |
| 1Y | -37.9% | -7.8% | -30.1% | -37.4% |
| 3Y | +0.8% | +63.7% | -62.9% | -10.0% |
| 5Y | -4.7% | +112.3% | -116.9% | -21.8% |
| All | -4.7% | +110.5% | -115.2% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling