+2,601.6%
ROP vs PFG
+1,008.7%
+1,592.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | +0.2% | +3.0% | -2.8% | -0.8% |
| 30D | +30.3% | +8.2% | +22.2% | +27.0% |
| 3M | +17.8% | +2.7% | +15.1% | +16.6% |
| 6M | +38.9% | +17.2% | +21.7% | +31.6% |
| YTD | +7.6% | +34.8% | -27.1% | -2.7% |
| 1Y | +6.5% | +43.6% | -37.1% | -5.7% |
| 3Y | -6.3% | +85.4% | -91.7% | -24.6% |
| 5Y | +0.9% | +102.2% | -101.2% | -22.4% |
| 10Y | +180.7% | +190.2% | -9.5% | +79.4% |
| All | +2,601.6% | +1,008.7% | +1,592.9% | +725.0% |
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