+331.9%
RCL vs PFG
+184.0%
+148.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | -0.1% |
| 7D | -1.2% | +2.4% | -3.6% | -3.4% |
| 30D | +17.8% | +5.9% | +12.0% | +11.6% |
| 3M | +4.9% | -0.4% | +5.4% | +4.6% |
| 6M | +23.7% | +14.8% | +8.9% | +6.0% |
| YTD | +17.8% | +31.9% | -14.1% | -12.0% |
| 1Y | +28.9% | +38.8% | -9.9% | -8.4% |
| 3Y | +241.9% | +82.4% | +159.5% | +80.5% |
| 5Y | +295.4% | +94.7% | +200.7% | +92.4% |
| All | +331.9% | +184.0% | +148.0% | +34.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling