-66.6%
RBLX vs PFGC
-5.1%
-61.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.9% | +4.5% |
| 7D | +12.4% | -2.2% | +14.6% | +13.0% |
| 30D | +19.7% | -11.9% | +31.6% | +23.6% |
| 3M | -0.1% | +5.0% | -5.1% | -0.9% |
| 6M | -35.7% | +8.6% | -44.3% | -36.5% |
| YTD | -46.6% | +9.7% | -56.2% | -46.9% |
| 1Y | -66.6% | -6.3% | -60.3% | -65.4% |
| All | -66.6% | -5.1% | -61.5% | -65.4% |
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