+7,176.0%
ROST vs PFG
+1,015.3%
+6,160.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | 0.0% |
| 7D | +0.9% | +5.5% | -4.6% | -0.8% |
| 30D | -8.9% | +2.4% | -11.3% | -9.6% |
| 3M | -0.8% | +13.6% | -14.4% | -4.7% |
| 6M | +8.5% | +27.9% | -19.4% | +0.6% |
| YTD | +28.6% | +35.6% | -7.0% | +17.0% |
| 1Y | +52.3% | +48.5% | +3.9% | +34.7% |
| 3Y | +94.8% | +66.9% | +28.0% | +64.6% |
| 5Y | +110.8% | +111.0% | -0.2% | +65.4% |
| 10Y | +304.5% | +244.5% | +60.0% | +171.6% |
| All | +7,176.0% | +1,015.3% | +6,160.8% | +3,148.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling