-15.3%
ROP vs PFGC
+110.5%
-125.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -1.0% | -2.5% |
| 7D | -5.4% | -2.4% | -3.0% | -4.9% |
| 30D | -1.6% | -15.8% | +14.1% | +1.8% |
| 3M | +18.8% | -0.6% | +19.4% | +19.0% |
| 6M | +8.2% | +10.7% | -2.5% | +5.7% |
| YTD | -10.5% | +7.6% | -18.1% | -12.8% |
| 1Y | -23.7% | -7.8% | -15.9% | -22.9% |
| 3Y | -17.9% | +63.7% | -81.6% | -28.3% |
| 5Y | -15.3% | +112.3% | -127.6% | -31.6% |
| All | -15.3% | +110.5% | -125.8% | -31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling