+934.9%
PFG vs RRC
+1,791.3%
-856.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -0.9% |
| 7D | -0.6% | -10.8% | +10.2% | +2.3% |
| 30D | +2.0% | +22.3% | -20.3% | -3.8% |
| 3M | -3.2% | +26.6% | -29.8% | -9.7% |
| 6M | +10.9% | +18.9% | -8.0% | +4.7% |
| YTD | +28.8% | +39.2% | -10.3% | +16.0% |
| 1Y | +39.2% | +34.0% | +5.2% | +26.3% |
| 3Y | +75.0% | +42.0% | +33.0% | +52.8% |
| 5Y | +91.9% | +111.9% | -19.9% | +40.7% |
| 10Y | +202.3% | +62.8% | +139.5% | +90.0% |
| All | +934.9% | +1,791.3% | -856.5% | +327.4% |
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