-28.9%
RIG vs PFGC
+59.5%
-88.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.5% |
| 7D | -4.2% | -4.8% | +0.7% | -2.6% |
| 30D | -0.7% | -17.2% | +16.5% | +5.3% |
| 3M | -4.0% | -6.3% | +2.3% | -2.8% |
| 6M | -6.3% | +8.8% | -15.2% | -11.4% |
| YTD | +39.7% | +4.9% | +34.8% | +32.5% |
| 1Y | +78.1% | -9.5% | +87.6% | +82.3% |
| All | -28.9% | +59.5% | -88.5% | -46.8% |
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