+364.7%
PFGC vs RRC
+60.0%
+304.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.9% |
| 7D | +10.8% | -10.3% | +21.2% | +12.6% |
| 30D | +17.8% | +19.5% | -1.7% | +14.2% |
| 3M | -2.7% | +27.9% | -30.6% | -6.8% |
| 6M | +20.0% | +21.2% | -1.1% | +15.7% |
| YTD | +24.3% | +39.6% | -15.3% | +16.7% |
| 1Y | +13.2% | +31.3% | -18.1% | +7.2% |
| 3Y | +85.9% | +51.9% | +34.0% | +69.7% |
| 5Y | +141.0% | +110.2% | +30.9% | +101.5% |
| All | +364.7% | +60.0% | +304.7% | +213.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling