-15.3%
RIG vs PFGC
+82.6%
-97.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.1% | +3.0% | +3.9% |
| 7D | +5.7% | +3.4% | +2.3% | +5.0% |
| 30D | -0.7% | +16.9% | -17.6% | -4.4% |
| 3M | -3.1% | +6.4% | -9.5% | -4.1% |
| 6M | -16.3% | +16.0% | -32.3% | -20.4% |
| YTD | +34.1% | +23.6% | +10.5% | +21.8% |
| 1Y | +38.2% | +16.6% | +21.6% | +29.2% |
| 3Y | -15.3% | +82.3% | -97.6% | -44.6% |
| All | -15.3% | +82.6% | -97.9% | -44.6% |
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