-46.2%
RBLX vs PFGC
+110.3%
-156.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | +5.1% | -4.8% | +9.8% | +7.4% |
| 30D | +28.0% | -12.5% | +40.6% | +35.8% |
| 3M | +4.6% | -9.7% | +14.3% | +9.3% |
| 6M | -24.7% | +7.0% | -31.7% | -27.7% |
| YTD | -43.8% | +4.5% | -48.3% | -46.0% |
| 1Y | -65.8% | -11.6% | -54.2% | -64.2% |
| 3Y | +59.4% | +58.5% | +0.9% | +21.6% |
| All | -46.2% | +110.3% | -156.5% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling