+188.7%
PFG vs RRC
+60.0%
+128.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.8% | +4.0% |
| 7D | +2.3% | -10.3% | +12.6% | +4.3% |
| 30D | +7.6% | +19.5% | -11.9% | +3.7% |
| 3M | +2.5% | +27.9% | -25.4% | -2.6% |
| 6M | +16.6% | +21.2% | -4.6% | +11.6% |
| YTD | +34.1% | +39.6% | -5.5% | +24.3% |
| 1Y | +44.1% | +31.3% | +12.8% | +35.0% |
| 3Y | +86.3% | +51.9% | +34.3% | +67.3% |
| 5Y | +101.6% | +110.2% | -8.6% | +63.7% |
| All | +188.7% | +60.0% | +128.7% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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