+116.4%
PFGC vs RNG
-69.9%
+186.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -3.7% | -4.1% | +0.3% | -3.2% |
| 30D | -16.0% | +8.6% | -24.6% | -17.0% |
| 3M | -4.1% | +78.0% | -82.1% | -11.9% |
| 6M | +8.7% | +67.0% | -58.3% | -0.3% |
| YTD | +6.4% | +142.4% | -136.1% | -9.2% |
| 1Y | -8.4% | +120.4% | -128.8% | -20.8% |
| 3Y | +61.8% | +122.1% | -60.4% | +34.3% |
| All | +116.4% | -69.9% | +186.3% | +154.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling