-34.5%
RBLX vs PFG
+135.4%
-169.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.9% |
| 7D | +5.1% | -0.4% | +5.5% | +5.3% |
| 30D | +28.0% | +2.9% | +25.1% | +25.9% |
| 3M | +4.6% | +6.7% | -2.1% | +0.7% |
| 6M | -24.7% | +33.8% | -58.4% | -35.7% |
| YTD | -43.8% | +35.0% | -78.8% | -52.5% |
| 1Y | -65.8% | +46.4% | -112.2% | -72.4% |
| 3Y | +59.4% | +71.7% | -12.3% | +13.8% |
| 5Y | -48.2% | +113.7% | -161.9% | -64.4% |
| All | -34.5% | +135.4% | -169.9% | -56.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling