+444.5%
ROST vs PFGC
+478.7%
-34.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.5% | -1.3% |
| 7D | +0.9% | +0.3% | +0.6% | +0.8% |
| 30D | +5.1% | +16.1% | -11.0% | -0.2% |
| 3M | -4.3% | +2.4% | -6.6% | -5.3% |
| 6M | +9.4% | +15.7% | -6.3% | +3.4% |
| YTD | +32.5% | +22.3% | +10.2% | +21.9% |
| 1Y | +46.9% | +13.9% | +33.0% | +38.4% |
| 3Y | +98.1% | +80.3% | +17.8% | +57.0% |
| 5Y | +116.9% | +136.1% | -19.2% | +54.7% |
| 10Y | +310.9% | +347.9% | -37.0% | +126.0% |
| All | +444.5% | +478.7% | -34.3% | +180.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling