+3,166.4%
RBA vs PFG
+960.1%
+2,206.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.0% |
| 7D | +4.3% | -0.6% | +4.9% | +4.4% |
| 30D | +16.3% | +2.0% | +14.3% | +15.8% |
| 3M | +1.3% | -3.2% | +4.5% | +1.9% |
| 6M | -11.1% | +10.9% | -22.0% | -13.2% |
| YTD | -8.5% | +28.8% | -37.3% | -13.6% |
| 1Y | -2.1% | +39.2% | -41.3% | -9.1% |
| 3Y | +44.6% | +75.0% | -30.5% | +27.0% |
| 5Y | +36.8% | +91.9% | -55.1% | +17.0% |
| 10Y | +227.3% | +202.3% | +25.0% | +143.7% |
| All | +3,166.4% | +960.1% | +2,206.3% | +1,804.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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