+239.2%
RCL vs PFGC
+419.1%
-179.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | -5.1% | -2.2% | -2.9% | -3.9% |
| 30D | -19.0% | -11.9% | -7.1% | -13.2% |
| 3M | -9.6% | +5.0% | -14.6% | -12.6% |
| 6M | -6.7% | +8.6% | -15.3% | -11.4% |
| YTD | -3.9% | +9.7% | -13.6% | -10.1% |
| 1Y | -25.1% | -6.3% | -18.8% | -23.4% |
| 3Y | +179.1% | +58.2% | +120.9% | +109.7% |
| 5Y | +243.3% | +110.4% | +132.9% | +119.2% |
| 10Y | +325.8% | +272.8% | +53.0% | +137.6% |
| All | +239.2% | +419.1% | -179.9% | +74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling