+465.8%
PFGC vs RBA
+341.4%
+124.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.5% |
| 7D | +8.5% | +4.3% | +4.3% | +6.9% |
| 30D | +15.0% | +16.3% | -1.3% | +8.6% |
| 3M | -6.2% | +1.3% | -7.5% | -7.0% |
| 6M | +15.7% | -11.1% | +26.8% | +19.3% |
| YTD | +19.6% | -8.5% | +28.0% | +20.2% |
| 1Y | +13.2% | -2.1% | +15.3% | +10.6% |
| 3Y | +77.0% | +44.6% | +32.4% | +43.8% |
| 5Y | +121.5% | +36.8% | +84.6% | +78.2% |
| 10Y | +354.5% | +227.3% | +127.2% | +131.3% |
| All | +465.8% | +341.4% | +124.4% | +165.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling