+128.7%
PFGC vs RGEN
-35.9%
+164.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.2% |
| 7D | +15.0% | -2.4% | +17.4% | +15.4% |
| 30D | +17.0% | +0.1% | +16.9% | +16.7% |
| 3M | -2.5% | +6.6% | -9.1% | -4.2% |
| 6M | +19.2% | +40.9% | -21.7% | +10.5% |
| YTD | +23.4% | +6.2% | +17.3% | +20.0% |
| 1Y | +13.9% | +19.4% | -5.6% | +8.1% |
| 3Y | +82.0% | +17.9% | +64.1% | +65.8% |
| 5Y | +128.7% | -34.0% | +162.7% | +88.0% |
| All | +128.7% | -35.9% | +164.5% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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