+129.7%
ROP vs PFGC
+294.6%
-164.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.9% | -0.2% |
| 7D | -8.0% | -4.8% | -3.2% | -7.3% |
| 30D | -2.7% | -17.2% | +14.5% | +0.2% |
| 3M | +16.6% | -6.3% | +22.9% | +17.8% |
| 6M | +10.4% | +8.8% | +1.5% | +8.6% |
| YTD | -12.1% | +4.9% | -17.0% | -13.4% |
| 1Y | -23.6% | -9.5% | -14.1% | -23.0% |
| 3Y | -19.3% | +59.6% | -78.9% | -26.2% |
| 5Y | -15.4% | +113.5% | -128.9% | -27.0% |
| All | +129.7% | +294.6% | -164.9% | +80.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling