+350.2%
RCL vs PFGC
+273.4%
+76.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.8% |
| 7D | -0.5% | -2.4% | +2.0% | +1.0% |
| 30D | -17.3% | -15.8% | -1.6% | -8.8% |
| 3M | -2.8% | -0.6% | -2.2% | -2.9% |
| 6M | -4.4% | +10.7% | -15.1% | -10.4% |
| YTD | -4.2% | +7.6% | -11.8% | -9.6% |
| 1Y | -23.4% | -7.8% | -15.5% | -20.9% |
| 3Y | +179.4% | +63.7% | +115.7% | +103.5% |
| 5Y | +238.8% | +112.3% | +126.5% | +111.4% |
| 10Y | +350.2% | +286.7% | +63.5% | +157.2% |
| All | +350.2% | +273.4% | +76.8% | +157.2% |
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