+103.1%
ROST vs PFGC
+82.7%
+20.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -1.8% | +1.5% | -3.3% | -2.2% |
| 30D | +6.8% | +17.4% | -10.6% | +2.2% |
| 3M | -4.0% | -2.4% | -1.6% | -3.8% |
| 6M | +12.9% | +18.2% | -5.3% | +7.3% |
| YTD | +34.7% | +23.7% | +11.1% | +25.4% |
| 1Y | +49.5% | +15.0% | +34.5% | +42.4% |
| All | +103.1% | +82.7% | +20.4% | +65.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling