-22.1%
ROP vs PFGC
-5.1%
-17.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.0% | -3.6% |
| 7D | -4.4% | -2.2% | -2.2% | -4.5% |
| 30D | +3.2% | -11.9% | +15.2% | +2.6% |
| 3M | +23.1% | +5.0% | +18.1% | +25.3% |
| 6M | +13.3% | +8.6% | +4.7% | +15.8% |
| YTD | -7.9% | +9.7% | -17.5% | -6.9% |
| 1Y | -22.1% | -6.3% | -15.8% | -18.8% |
| All | -22.1% | -5.1% | -17.0% | -18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling