-17.9%
ROP vs PFG
+71.3%
-89.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.4% | -2.4% |
| 7D | -5.4% | +6.0% | -11.4% | -7.3% |
| 30D | -1.6% | +2.2% | -3.9% | -2.4% |
| 3M | +18.8% | +10.4% | +8.5% | +14.7% |
| 6M | +8.2% | +27.8% | -19.6% | -0.8% |
| YTD | -10.5% | +33.6% | -44.1% | -19.2% |
| 1Y | -23.7% | +49.3% | -73.0% | -34.0% |
| 3Y | -17.9% | +69.7% | -87.6% | -32.2% |
| All | -17.9% | +71.3% | -89.2% | -32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling