+428.4%
ROST vs PFGC
+419.1%
+9.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +0.9% | -2.2% | +3.1% | +1.7% |
| 30D | -8.9% | -11.9% | +3.0% | -5.0% |
| 3M | -0.8% | +5.0% | -5.8% | -2.7% |
| 6M | +8.5% | +8.6% | -0.1% | +4.8% |
| YTD | +28.6% | +9.7% | +18.9% | +23.1% |
| 1Y | +52.3% | -6.3% | +58.6% | +53.7% |
| 3Y | +94.8% | +58.2% | +36.6% | +61.7% |
| 5Y | +110.8% | +110.4% | +0.3% | +56.2% |
| 10Y | +304.5% | +272.8% | +31.8% | +134.3% |
| All | +428.4% | +419.1% | +9.3% | +183.3% |
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