+988.7%
PFG vs RRC
+1,526.6%
-537.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.7% | -1.3% |
| 7D | +5.5% | +1.3% | +4.2% | +5.2% |
| 30D | +2.4% | +10.1% | -7.8% | -0.3% |
| 3M | +13.6% | +4.0% | +9.6% | +12.0% |
| 6M | +27.9% | +1.6% | +26.3% | +26.3% |
| YTD | +35.6% | +19.7% | +15.8% | +27.8% |
| 1Y | +48.5% | +21.4% | +27.0% | +38.7% |
| 3Y | +66.9% | +29.7% | +37.2% | +49.9% |
| 5Y | +111.0% | +153.9% | -42.9% | +47.0% |
| 10Y | +244.5% | +10.8% | +233.7% | +144.1% |
| All | +988.7% | +1,526.6% | -537.8% | +371.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling