-11.6%
PFGC vs RNG
+128.1%
-139.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | -4.8% | -6.1% | +1.3% | -4.8% |
| 30D | -12.5% | +9.6% | -22.1% | -12.5% |
| 3M | -9.7% | +83.3% | -93.1% | -9.2% |
| 6M | +7.0% | +77.9% | -70.9% | +7.3% |
| YTD | +4.5% | +139.9% | -135.5% | +6.4% |
| 1Y | -11.6% | +121.7% | -133.2% | -10.5% |
| All | -11.6% | +128.1% | -139.7% | -10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling