-35.5%
RBLX vs PFG
+133.1%
-168.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +4.2% |
| 7D | +10.2% | +6.0% | +4.2% | +6.8% |
| 30D | +18.6% | +2.2% | +16.4% | +17.0% |
| 3M | +6.0% | +10.4% | -4.4% | +0.2% |
| 6M | -29.5% | +27.8% | -57.2% | -38.4% |
| YTD | -44.7% | +33.6% | -78.3% | -53.0% |
| 1Y | -65.1% | +49.3% | -114.4% | -72.2% |
| 3Y | +54.5% | +69.7% | -15.2% | +10.9% |
| 5Y | -46.3% | +111.3% | -157.7% | -63.0% |
| All | -35.5% | +133.1% | -168.6% | -56.6% |
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