+311.1%
ROST vs PFG
+182.5%
+128.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -0.9% |
| 7D | +0.9% | +0.1% | +0.7% | +0.8% |
| 30D | +5.1% | +5.0% | +0.2% | +2.6% |
| 3M | -4.3% | +0.1% | -4.3% | -4.5% |
| 6M | +9.4% | +13.8% | -4.4% | +1.7% |
| YTD | +32.5% | +31.2% | +1.2% | +13.7% |
| 1Y | +46.9% | +37.1% | +9.8% | +23.1% |
| 3Y | +98.1% | +80.6% | +17.5% | +38.7% |
| 5Y | +116.9% | +93.7% | +23.2% | +42.0% |
| All | +311.1% | +182.5% | +128.6% | +100.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling