+234.8%
RCL vs PFGC
+111.4%
+123.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | -5.1% | -2.2% | -2.9% | -3.6% |
| 30D | -19.0% | -11.9% | -7.1% | -11.8% |
| 3M | -9.6% | +5.0% | -14.6% | -13.5% |
| 6M | -6.7% | +8.6% | -15.3% | -12.9% |
| YTD | -3.9% | +9.7% | -13.6% | -12.2% |
| 1Y | -25.1% | -6.3% | -18.8% | -23.3% |
| 3Y | +179.1% | +58.2% | +120.9% | +89.7% |
| All | +234.8% | +111.4% | +123.4% | +69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling