+331.9%
RCL vs PFGC
+351.0%
-19.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.2% |
| 7D | -1.2% | +3.4% | -4.6% | -3.1% |
| 30D | +17.8% | +16.9% | +0.9% | +7.1% |
| 3M | +4.9% | +6.4% | -1.5% | +0.7% |
| 6M | +23.7% | +16.0% | +7.7% | +12.1% |
| YTD | +17.8% | +23.6% | -5.8% | +2.1% |
| 1Y | +28.9% | +16.6% | +12.3% | +15.6% |
| 3Y | +241.9% | +82.3% | +159.6% | +133.2% |
| 5Y | +295.4% | +138.7% | +156.7% | +129.2% |
| All | +331.9% | +351.0% | -19.1% | +129.1% |
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