+222.9%
ROP vs PFGC
+488.3%
-265.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.0% | -5.0% | -1.7% |
| 7D | -1.6% | +10.8% | -12.5% | -3.3% |
| 30D | +29.5% | +17.8% | +11.7% | +26.1% |
| 3M | +17.5% | -2.7% | +20.3% | +17.8% |
| 6M | +38.1% | +20.0% | +18.0% | +33.9% |
| YTD | +7.0% | +24.3% | -17.3% | +2.5% |
| 1Y | +6.5% | +13.2% | -6.7% | +3.6% |
| 3Y | -5.5% | +85.9% | -91.4% | -15.5% |
| 5Y | -0.4% | +141.0% | -141.4% | -15.5% |
| 10Y | +183.6% | +370.6% | -187.0% | +115.1% |
| All | +222.9% | +488.3% | -265.4% | +136.5% |
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