+112.0%
ROST vs PFG
+110.7%
+1.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.2% |
| 7D | +0.2% | +6.0% | -5.8% | -2.4% |
| 30D | -10.0% | +2.2% | -12.2% | -11.0% |
| 3M | +1.2% | +10.4% | -9.1% | -3.3% |
| 6M | +8.9% | +27.8% | -18.8% | -2.6% |
| YTD | +28.1% | +33.6% | -5.6% | +11.8% |
| 1Y | +53.0% | +49.3% | +3.7% | +26.7% |
| 3Y | +97.9% | +69.7% | +28.1% | +49.6% |
| 5Y | +112.0% | +111.3% | +0.6% | +37.3% |
| All | +112.0% | +110.7% | +1.3% | +37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling