+52.7%
ROST vs PFGC
+12.5%
+40.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +13.5% | -7.4% | +3.2% |
| 7D | +7.8% | +13.9% | -6.1% | +4.7% |
| 30D | +8.6% | +18.4% | -9.8% | +4.8% |
| 3M | -1.9% | -2.5% | +0.6% | -2.2% |
| 6M | +9.1% | +26.0% | -16.9% | +4.1% |
| YTD | +37.2% | +21.9% | +15.4% | +30.3% |
| 1Y | +52.7% | +13.4% | +39.4% | +49.9% |
| All | +52.7% | +12.5% | +40.3% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling