+292.4%
PFGC vs RVTY
+144.7%
+147.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.4% |
| 7D | -3.7% | -5.4% | +1.7% | -1.9% |
| 30D | -16.0% | +6.7% | -22.7% | -18.0% |
| 3M | -4.1% | +19.0% | -23.2% | -10.2% |
| 6M | +8.7% | +34.6% | -25.9% | -2.9% |
| YTD | +6.4% | +28.3% | -21.9% | -4.4% |
| 1Y | -8.4% | +46.0% | -54.4% | -22.0% |
| 3Y | +61.8% | +16.9% | +44.9% | +43.1% |
| 5Y | +108.7% | -32.9% | +141.6% | +128.4% |
| All | +292.4% | +144.7% | +147.7% | +105.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling