+2,213.2%
ROP vs PFG
+1,015.3%
+1,197.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.0% | -3.1% |
| 7D | -4.4% | +5.5% | -10.0% | -6.1% |
| 30D | +3.2% | +2.4% | +0.9% | +2.4% |
| 3M | +23.1% | +13.6% | +9.5% | +17.9% |
| 6M | +13.3% | +27.9% | -14.6% | +4.3% |
| YTD | -7.9% | +35.6% | -43.4% | -16.8% |
| 1Y | -22.1% | +48.5% | -70.5% | -31.8% |
| 3Y | -16.8% | +66.9% | -83.7% | -30.7% |
| 5Y | -13.5% | +111.0% | -124.5% | -34.5% |
| 10Y | +137.7% | +244.5% | -106.8% | +44.0% |
| All | +2,213.2% | +1,015.3% | +1,197.9% | +605.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling