+535.9%
RKLB vs PFGC
+111.9%
+424.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.4% | -1.1% |
| 7D | -2.9% | -4.8% | +1.9% | -0.4% |
| 30D | -22.6% | -17.2% | -5.4% | -14.8% |
| 3M | -41.0% | -6.3% | -34.7% | -39.6% |
| 6M | -10.1% | +8.8% | -18.9% | -15.1% |
| YTD | -11.2% | +4.9% | -16.1% | -14.6% |
| 1Y | +34.2% | -9.5% | +43.7% | +38.8% |
| 3Y | +899.4% | +59.6% | +839.8% | +696.0% |
| 5Y | +231.5% | +113.5% | +118.0% | +136.8% |
| All | +535.9% | +111.9% | +424.0% | +378.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling