+363.2%
PFGC vs RRC
+73.1%
+290.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | +3.4% | +6.4% | -3.0% | +2.4% |
| 30D | +16.9% | +23.9% | -7.0% | +12.7% |
| 3M | +6.4% | +30.2% | -23.8% | +1.7% |
| 6M | +16.0% | +26.3% | -10.2% | +11.1% |
| YTD | +23.6% | +48.1% | -24.4% | +15.0% |
| 1Y | +16.6% | +37.7% | -21.1% | +9.6% |
| 3Y | +82.3% | +60.3% | +22.0% | +65.0% |
| 5Y | +138.7% | +135.3% | +3.4% | +96.2% |
| All | +363.2% | +73.1% | +290.1% | +218.1% |
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