+312.1%
ROST vs PFGC
+292.9%
+19.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.8% | +2.5% |
| 7D | +0.2% | -4.8% | +5.0% | +1.9% |
| 30D | -6.9% | -12.5% | +5.7% | -2.5% |
| 3M | -3.3% | -9.7% | +6.4% | -0.1% |
| 6M | +9.0% | +7.0% | +2.0% | +5.8% |
| YTD | +28.9% | +4.5% | +24.4% | +25.3% |
| 1Y | +54.0% | -11.6% | +65.6% | +58.5% |
| 3Y | +100.7% | +58.5% | +42.2% | +65.6% |
| 5Y | +116.0% | +112.6% | +3.4% | +58.5% |
| All | +312.1% | +292.9% | +19.2% | +136.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling