+108.7%
PFGC vs RGEN
-44.3%
+153.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.9% |
| 7D | -3.7% | -4.6% | +0.8% | -3.0% |
| 30D | -16.0% | +1.2% | -17.1% | -16.2% |
| 3M | -4.1% | +26.8% | -31.0% | -8.5% |
| 6M | +8.7% | +29.1% | -20.3% | +2.9% |
| YTD | +6.4% | +0.7% | +5.6% | +5.0% |
| 1Y | -8.4% | +39.1% | -47.4% | -15.3% |
| 3Y | +61.8% | +2.2% | +59.5% | +52.0% |
| 5Y | +108.7% | -44.0% | +152.7% | +78.2% |
| All | +108.7% | -44.3% | +153.0% | +78.2% |
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