+7,397.1%
ROST vs PFG
+979.8%
+6,417.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.2% |
| 7D | +0.9% | +0.1% | +0.7% | +0.8% |
| 30D | +5.1% | +5.0% | +0.2% | +3.7% |
| 3M | -4.3% | +0.1% | -4.3% | -4.3% |
| 6M | +9.4% | +13.8% | -4.4% | +5.1% |
| YTD | +32.5% | +31.2% | +1.2% | +21.7% |
| 1Y | +46.9% | +37.1% | +9.8% | +33.2% |
| 3Y | +98.1% | +80.6% | +17.5% | +63.7% |
| 5Y | +116.9% | +93.7% | +23.2% | +74.6% |
| 10Y | +310.9% | +185.5% | +125.3% | +189.0% |
| All | +7,397.1% | +979.8% | +6,417.3% | +3,279.3% |
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