+302.3%
ROST vs PFG
+244.6%
+57.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.3% |
| 7D | -2.2% | +3.2% | -5.4% | -4.0% |
| 30D | -11.4% | +0.9% | -12.4% | -12.0% |
| 3M | -1.6% | +7.7% | -9.3% | -5.7% |
| 6M | +6.8% | +29.0% | -22.1% | -6.9% |
| YTD | +25.8% | +32.5% | -6.7% | +7.6% |
| 1Y | +52.4% | +47.3% | +5.1% | +22.9% |
| 3Y | +94.4% | +68.2% | +26.1% | +41.7% |
| 5Y | +108.2% | +108.5% | -0.3% | +31.1% |
| All | +302.3% | +244.6% | +57.8% | +88.3% |
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