+61.3%
PFGC vs RNG
+122.1%
-60.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -3.7% | -4.1% | +0.3% | -3.5% |
| 30D | -16.0% | +8.6% | -24.6% | -16.5% |
| 3M | -4.1% | +78.0% | -82.1% | -8.4% |
| 6M | +8.7% | +67.0% | -58.3% | +3.8% |
| YTD | +6.4% | +142.4% | -136.1% | -2.9% |
| 1Y | -8.4% | +120.4% | -128.8% | -15.5% |
| All | +61.3% | +122.1% | -60.7% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling