-52.6%
RBLX vs PFGC
+12.5%
-65.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +13.5% | -5.0% | +5.4% |
| 7D | -7.5% | +13.9% | -21.3% | -10.4% |
| 30D | +10.6% | +18.4% | -7.7% | +6.2% |
| 3M | +33.3% | -2.5% | +35.8% | +34.0% |
| 6M | +3.7% | +26.0% | -22.4% | -1.3% |
| YTD | -39.1% | +21.9% | -61.0% | -40.5% |
| 1Y | -52.6% | +13.4% | -66.0% | -51.8% |
| All | -52.6% | +12.5% | -65.1% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling