+274.2%
RCL vs PFGC
+77.4%
+196.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +2.5% |
| 7D | +6.5% | +8.5% | -2.0% | +1.2% |
| 30D | +15.9% | +15.0% | +0.9% | +6.4% |
| 3M | +2.7% | -6.2% | +8.8% | +6.0% |
| 6M | +15.2% | +15.7% | -0.5% | +4.0% |
| YTD | +19.2% | +19.6% | -0.3% | +4.3% |
| 1Y | +31.6% | +13.2% | +18.4% | +19.2% |
| 3Y | +274.2% | +77.0% | +197.2% | +181.8% |
| All | +274.2% | +77.4% | +196.8% | +181.8% |
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