+111.3%
PFG vs RRC
+153.5%
-42.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.4% |
| 3M | +10.4% | +7.4% | +3.0% | +8.6% |
| 6M | +27.8% | +1.5% | +26.3% | +26.6% |
| YTD | +33.6% | +19.4% | +14.3% | +27.7% |
| 1Y | +49.3% | +24.2% | +25.1% | +40.8% |
| 3Y | +69.7% | +32.8% | +36.9% | +55.8% |
| 5Y | +111.3% | +152.9% | -41.6% | +68.7% |
| All | +111.3% | +153.5% | -42.1% | +68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling