+180.7%
ROP vs PFGC
+366.4%
-185.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | +0.2% | +15.0% | -14.8% | -2.1% |
| 30D | +30.3% | +17.0% | +13.3% | +27.0% |
| 3M | +17.8% | -2.5% | +20.2% | +18.0% |
| 6M | +38.9% | +19.2% | +19.7% | +34.8% |
| YTD | +7.6% | +23.4% | -15.8% | +3.1% |
| 1Y | +6.5% | +13.9% | -7.4% | +3.4% |
| 3Y | -6.3% | +82.0% | -88.3% | -16.1% |
| 5Y | +0.9% | +128.7% | -127.8% | -14.0% |
| 10Y | +180.7% | +361.5% | -180.8% | +116.4% |
| All | +180.7% | +366.4% | -185.6% | +116.4% |
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