+234.8%
RCL vs PFG
+110.8%
+124.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +1.2% |
| 7D | -5.1% | +5.5% | -10.6% | -9.8% |
| 30D | -19.0% | +2.4% | -21.4% | -21.0% |
| 3M | -9.6% | +13.6% | -23.2% | -20.3% |
| 6M | -6.7% | +27.9% | -34.6% | -26.0% |
| YTD | -3.9% | +35.6% | -39.5% | -27.7% |
| 1Y | -25.1% | +48.5% | -73.6% | -48.3% |
| 3Y | +179.1% | +66.9% | +112.2% | +70.5% |
| All | +234.8% | +110.8% | +124.0% | +60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling