+267.7%
ROL vs PFGC
+465.8%
-198.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.9% |
| 7D | +9.5% | +8.5% | +1.0% | +8.7% |
| 30D | +22.9% | +15.0% | +7.9% | +21.4% |
| 3M | +3.5% | -6.2% | +9.7% | +4.0% |
| 6M | -29.4% | +15.7% | -45.1% | -30.3% |
| YTD | -36.1% | +19.6% | -55.6% | -37.2% |
| 1Y | -34.4% | +13.2% | -47.5% | -35.3% |
| 3Y | +4.0% | +77.0% | -72.9% | -1.6% |
| 5Y | +13.2% | +121.5% | -108.2% | +4.7% |
| 10Y | +219.7% | +354.5% | -134.9% | +184.9% |
| All | +267.7% | +465.8% | -198.1% | +216.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling