+180.6%
RCL vs PFGC
+65.1%
+115.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | -5.1% | -2.2% | -2.9% | -3.8% |
| 30D | -19.0% | -11.9% | -7.1% | -13.1% |
| 3M | -9.6% | +5.0% | -14.6% | -13.1% |
| 6M | -6.7% | +8.6% | -15.3% | -12.2% |
| YTD | -3.9% | +9.7% | -13.6% | -11.1% |
| 1Y | -25.1% | -6.3% | -18.8% | -23.5% |
| All | +180.6% | +65.1% | +115.5% | +118.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling