+350.2%
RCL vs PFG
+239.4%
+110.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +1.1% |
| 7D | -0.5% | +6.0% | -6.4% | -6.5% |
| 30D | -17.3% | +2.2% | -19.6% | -19.5% |
| 3M | -2.8% | +10.4% | -13.1% | -13.0% |
| 6M | -4.4% | +27.8% | -32.2% | -25.9% |
| YTD | -4.2% | +33.6% | -37.8% | -29.1% |
| 1Y | -23.4% | +49.3% | -72.7% | -49.5% |
| 3Y | +179.4% | +69.7% | +109.7% | +59.1% |
| 5Y | +238.8% | +111.3% | +127.4% | +51.6% |
| 10Y | +350.2% | +240.3% | +109.9% | +26.5% |
| All | +350.2% | +239.4% | +110.7% | +26.5% |
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