+52.3%
ROST vs PFGC
-9.2%
+61.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.3% |
| 7D | -2.5% | -4.8% | +2.4% | -1.6% |
| 30D | -10.3% | -17.2% | +6.9% | -7.3% |
| 3M | -2.6% | -6.3% | +3.8% | -1.4% |
| 6M | +6.5% | +8.8% | -2.3% | +4.4% |
| YTD | +25.9% | +4.9% | +21.0% | +23.2% |
| 1Y | +52.3% | -9.5% | +61.8% | +55.9% |
| All | +52.3% | -9.2% | +61.6% | +55.9% |
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