+531.5%
RKLB vs PFGC
+149.7%
+381.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.1% | -5.1% | -4.5% |
| 7D | +15.9% | +3.4% | +12.5% | +14.2% |
| 30D | +4.0% | +16.9% | -13.0% | -5.1% |
| 3M | -23.2% | +6.4% | -29.6% | -26.6% |
| 6M | -50.4% | +16.0% | -66.4% | -55.4% |
| YTD | -11.8% | +23.6% | -35.4% | -23.1% |
| 1Y | +36.0% | +16.6% | +19.4% | +21.8% |
| 3Y | +1,321.0% | +82.3% | +1,238.7% | +941.4% |
| 5Y | +328.2% | +138.7% | +189.5% | +181.1% |
| All | +531.5% | +149.7% | +381.8% | +331.1% |
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