-17.9%
ROP vs PFGC
+63.1%
-80.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -1.0% | -2.5% |
| 7D | -5.4% | -2.4% | -3.0% | -5.0% |
| 30D | -1.6% | -15.8% | +14.1% | +1.4% |
| 3M | +18.8% | -0.6% | +19.4% | +19.1% |
| 6M | +8.2% | +10.7% | -2.5% | +6.2% |
| YTD | -10.5% | +7.6% | -18.1% | -12.7% |
| 1Y | -23.7% | -7.8% | -15.9% | -22.0% |
| 3Y | -17.9% | +63.7% | -81.6% | -29.6% |
| All | -17.9% | +63.1% | -80.9% | -29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling