-27.1%
RKT vs PFG
+231.0%
-258.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.1% | -0.6% |
| 7D | -6.3% | -0.4% | -5.8% | -6.1% |
| 30D | -6.2% | +2.9% | -9.1% | -7.4% |
| 3M | -1.9% | +6.7% | -8.6% | -5.2% |
| 6M | -13.0% | +33.8% | -46.8% | -24.4% |
| YTD | -31.9% | +35.0% | -66.9% | -41.3% |
| 1Y | -37.6% | +46.4% | -84.0% | -48.3% |
| 3Y | +36.8% | +71.7% | -34.8% | +3.8% |
| 5Y | -9.7% | +113.7% | -123.4% | -35.3% |
| All | -27.1% | +231.0% | -258.1% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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