+302.7%
ROST vs PFG
+247.4%
+55.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.3% |
| 7D | -2.5% | -3.0% | +0.5% | -1.0% |
| 30D | -10.3% | +2.5% | -12.8% | -11.6% |
| 3M | -2.6% | +6.1% | -8.7% | -5.9% |
| 6M | +6.5% | +31.3% | -24.8% | -8.0% |
| YTD | +25.9% | +33.6% | -7.6% | +7.2% |
| 1Y | +52.3% | +48.5% | +3.8% | +22.3% |
| 3Y | +94.6% | +69.6% | +24.9% | +41.2% |
| 5Y | +111.1% | +111.5% | -0.4% | +31.9% |
| All | +302.7% | +247.4% | +55.3% | +87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PFG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling