+244.4%
PFG vs RRC
+4.9%
+239.5%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | +6.0% | -1.2% | +7.2% | +6.2% |
| 30D | +2.2% | +9.4% | -7.2% | +0.5% |
| 3M | +10.4% | +7.4% | +3.0% | +8.7% |
| 6M | +27.8% | +1.5% | +26.3% | +26.7% |
| YTD | +33.6% | +19.4% | +14.3% | +28.3% |
| 1Y | +49.3% | +24.2% | +25.1% | +41.7% |
| 3Y | +69.7% | +32.8% | +36.9% | +56.9% |
| 5Y | +111.3% | +152.9% | -41.6% | +66.4% |
| All | +244.4% | +4.9% | +239.5% | +142.2% |
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