+129.7%
ROP vs PFG
+247.4%
-117.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | -8.0% | -3.0% | -5.0% | -7.0% |
| 30D | -2.7% | +2.5% | -5.2% | -3.7% |
| 3M | +16.6% | +6.1% | +10.5% | +14.0% |
| 6M | +10.4% | +31.3% | -20.9% | -0.1% |
| YTD | -12.1% | +33.6% | -45.6% | -21.0% |
| 1Y | -23.6% | +48.5% | -72.1% | -34.1% |
| 3Y | -19.3% | +69.6% | -88.9% | -34.5% |
| 5Y | -15.4% | +111.5% | -126.8% | -38.0% |
| All | +129.7% | +247.4% | -117.7% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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