+47.3%
PFG vs RRC
+23.3%
+24.0%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | +3.2% | -1.7% | +5.0% | +3.2% |
| 30D | +0.9% | +3.6% | -2.7% | +0.9% |
| 3M | +7.7% | +8.8% | -1.1% | +7.6% |
| 6M | +29.0% | +0.8% | +28.2% | +28.3% |
| YTD | +32.5% | +19.0% | +13.5% | +30.4% |
| 1Y | +47.3% | +22.9% | +24.4% | +50.0% |
| All | +47.3% | +23.3% | +24.0% | +50.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling