+112.3%
PFGC vs RBA
+44.6%
+67.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.3% |
| 7D | -2.4% | -1.1% | -1.4% | -2.2% |
| 30D | -15.8% | -13.2% | -2.5% | -12.7% |
| 3M | -0.6% | -21.4% | +20.8% | +5.2% |
| 6M | +10.7% | -20.9% | +31.5% | +16.6% |
| YTD | +7.6% | -19.9% | +27.5% | +11.8% |
| 1Y | -7.8% | -28.7% | +20.9% | -0.8% |
| 3Y | +63.7% | +27.4% | +36.3% | +46.1% |
| 5Y | +112.3% | +41.7% | +70.5% | +85.1% |
| All | +112.3% | +44.6% | +67.6% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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