+67.4%
RIG vs PFGC
+138.1%
-70.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.1% | +3.0% | +3.8% |
| 7D | +5.7% | +3.4% | +2.3% | +4.7% |
| 30D | -0.7% | +16.9% | -17.6% | -5.8% |
| 3M | -3.1% | +6.4% | -9.5% | -5.5% |
| 6M | -16.3% | +16.0% | -32.3% | -21.4% |
| YTD | +34.1% | +23.6% | +10.5% | +21.4% |
| 1Y | +38.2% | +16.6% | +21.6% | +27.8% |
| 3Y | -15.3% | +82.3% | -97.6% | -34.6% |
| All | +67.4% | +138.1% | -70.7% | +8.6% |
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 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