+419.1%
PFGC vs RGEN
+502.0%
-82.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | -2.2% | -4.9% | +2.7% | -1.6% |
| 30D | -11.9% | +5.7% | -17.6% | -12.6% |
| 3M | +5.0% | +32.4% | -27.4% | +0.9% |
| 6M | +8.6% | +33.2% | -24.6% | +3.8% |
| YTD | +9.7% | +2.3% | +7.4% | +8.4% |
| 1Y | -6.3% | +39.0% | -45.3% | -11.5% |
| 3Y | +58.2% | -4.6% | +62.8% | +52.7% |
| 5Y | +110.4% | -42.7% | +153.1% | +105.3% |
| 10Y | +272.8% | +433.6% | -160.8% | +186.5% |
| All | +419.1% | +502.0% | -82.9% | +288.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling