+287.2%
PFGC vs RVTY
+139.0%
+148.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.6% |
| 7D | -4.8% | -7.4% | +2.6% | -2.4% |
| 30D | -17.2% | +4.5% | -21.7% | -18.6% |
| 3M | -6.3% | +19.5% | -25.8% | -12.3% |
| 6M | +8.8% | +34.1% | -25.3% | -2.7% |
| YTD | +4.9% | +25.3% | -20.3% | -4.9% |
| 1Y | -9.5% | +47.0% | -56.5% | -23.2% |
| 3Y | +59.6% | +14.1% | +45.5% | +42.3% |
| 5Y | +113.5% | -34.6% | +148.1% | +135.6% |
| All | +287.2% | +139.0% | +148.2% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RVTY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling