+285.5%
PFGC vs RNG
+222.9%
+62.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | -4.8% | -6.1% | +1.3% | -3.8% |
| 30D | -12.5% | +9.6% | -22.1% | -13.9% |
| 3M | -9.7% | +83.3% | -93.1% | -18.7% |
| 6M | +7.0% | +77.9% | -70.9% | -4.4% |
| YTD | +4.5% | +139.9% | -135.5% | -12.9% |
| 1Y | -11.6% | +121.7% | -133.2% | -25.5% |
| 3Y | +58.5% | +121.9% | -63.4% | +28.1% |
| 5Y | +112.6% | -68.4% | +180.9% | +134.6% |
| All | +285.5% | +222.9% | +62.6% | +167.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling