-35.9%
RBLX vs PFGC
+71.8%
-107.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.2% |
| 7D | +8.0% | -3.7% | +11.7% | +9.6% |
| 30D | +20.2% | -16.0% | +36.1% | +28.6% |
| 3M | +3.5% | -4.1% | +7.7% | +5.0% |
| 6M | -28.9% | +8.7% | -37.6% | -31.8% |
| YTD | -45.1% | +6.4% | -51.4% | -47.2% |
| 1Y | -66.2% | -8.4% | -57.8% | -65.4% |
| 3Y | +53.5% | +61.8% | -8.3% | +22.0% |
| 5Y | -48.4% | +108.7% | -157.2% | -64.3% |
| All | -35.9% | +71.8% | -107.8% | -53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling