+178.1%
ROP vs PFGC
+419.1%
-241.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.0% | -3.5% |
| 7D | -4.4% | -2.2% | -2.2% | -4.1% |
| 30D | +3.2% | -11.9% | +15.2% | +5.2% |
| 3M | +23.1% | +5.0% | +18.1% | +22.1% |
| 6M | +13.3% | +8.6% | +4.7% | +11.6% |
| YTD | -7.9% | +9.7% | -17.5% | -9.8% |
| 1Y | -22.1% | -6.3% | -15.8% | -21.8% |
| 3Y | -16.8% | +58.2% | -75.0% | -23.7% |
| 5Y | -13.5% | +110.4% | -124.0% | -25.1% |
| 10Y | +137.7% | +272.8% | -135.1% | +85.8% |
| All | +178.1% | +419.1% | -241.0% | +108.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling