+39.7%
RIG vs PFGC
+12.5%
+27.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +13.5% | -21.2% | -4.2% |
| 7D | -18.8% | +13.9% | -32.6% | -15.6% |
| 30D | -1.1% | +18.4% | -19.4% | +3.4% |
| 3M | +4.4% | -2.5% | +6.9% | +7.4% |
| 6M | -20.8% | +26.0% | -46.8% | -17.4% |
| YTD | +32.0% | +21.9% | +10.1% | +35.0% |
| 1Y | +39.7% | +13.4% | +26.4% | +43.4% |
| All | +39.7% | +12.5% | +27.3% | +43.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling