-48.9%
RBLX vs PFG
+108.9%
-157.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.4% |
| 7D | +8.1% | -3.0% | +11.1% | +9.9% |
| 30D | +23.9% | +2.5% | +21.4% | +21.8% |
| 3M | +8.1% | +6.1% | +2.1% | +4.0% |
| 6M | -23.7% | +31.3% | -55.0% | -35.5% |
| YTD | -44.6% | +33.6% | -78.2% | -53.8% |
| 1Y | -66.2% | +48.5% | -114.7% | -73.7% |
| 3Y | +54.7% | +69.6% | -14.9% | +5.8% |
| 5Y | -48.9% | +111.5% | -160.4% | -67.5% |
| All | -48.9% | +108.9% | -157.8% | -67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling