+419.1%
PFGC vs RRC
+43.0%
+376.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.4% |
| 7D | -2.2% | +1.3% | -3.5% | -2.4% |
| 30D | -11.9% | +10.1% | -22.1% | -13.1% |
| 3M | +5.0% | +4.0% | +1.0% | +4.3% |
| 6M | +8.6% | +1.6% | +7.0% | +7.9% |
| YTD | +9.7% | +19.7% | -10.0% | +6.4% |
| 1Y | -6.3% | +21.4% | -27.7% | -9.5% |
| 3Y | +58.2% | +29.7% | +28.5% | +49.6% |
| 5Y | +110.4% | +153.9% | -43.4% | +76.3% |
| 10Y | +272.8% | +10.8% | +261.9% | +165.0% |
| All | +419.1% | +43.0% | +376.1% | +273.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling