+419.1%
PFGC vs RNG
+320.7%
+98.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | +0.1% |
| 7D | -2.2% | +5.8% | -8.0% | -3.1% |
| 30D | -11.9% | +19.6% | -31.6% | -14.5% |
| 3M | +5.0% | +67.0% | -62.0% | -3.9% |
| 6M | +8.6% | +88.4% | -79.8% | -3.7% |
| YTD | +9.7% | +155.5% | -145.8% | -9.0% |
| 1Y | -6.3% | +141.7% | -148.0% | -21.9% |
| 3Y | +58.2% | +131.1% | -72.9% | +27.8% |
| 5Y | +110.4% | -70.6% | +181.0% | +132.9% |
| 10Y | +272.8% | +228.2% | +44.5% | +169.9% |
| All | +419.1% | +320.7% | +98.4% | +257.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling