+485.1%
PFGC vs RNG
+332.9%
+152.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | +3.4% | +4.6% | -1.2% | +2.7% |
| 30D | +16.9% | +0.4% | +16.5% | +16.6% |
| 3M | +6.4% | +11.4% | -5.0% | +4.1% |
| 6M | +16.0% | +95.7% | -79.7% | +2.8% |
| YTD | +23.6% | +162.9% | -139.3% | +1.6% |
| 1Y | +16.6% | +180.3% | -163.7% | -5.3% |
| 3Y | +82.3% | +188.3% | -106.1% | +41.3% |
| 5Y | +138.7% | -72.5% | +211.2% | +168.1% |
| 10Y | +352.8% | +236.7% | +116.1% | +225.5% |
| All | +485.1% | +332.9% | +152.3% | +299.9% |
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