+379.0%
RCL vs PFGC
+360.0%
+19.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.0% | -1.0% | +0.7% |
| 7D | +5.0% | +10.8% | -5.9% | -1.6% |
| 30D | +19.4% | +17.8% | +1.6% | +8.0% |
| 3M | +5.9% | -2.7% | +8.7% | +7.0% |
| 6M | +23.8% | +20.0% | +3.8% | +9.9% |
| YTD | +22.8% | +24.3% | -1.5% | +6.0% |
| 1Y | +34.3% | +13.2% | +21.1% | +22.5% |
| 3Y | +276.4% | +85.9% | +190.5% | +153.9% |
| 5Y | +281.6% | +141.0% | +140.5% | +119.7% |
| 10Y | +379.0% | +370.6% | +8.4% | +153.4% |
| All | +379.0% | +360.0% | +19.1% | +153.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling