+41.6%
RKT vs PFG
+70.7%
-29.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.3% |
| 7D | +2.1% | +5.5% | -3.4% | -0.9% |
| 30D | +1.4% | +2.4% | -0.9% | +0.1% |
| 3M | +6.3% | +13.6% | -7.3% | -1.8% |
| 6M | -15.5% | +27.9% | -43.3% | -26.8% |
| YTD | -27.4% | +35.6% | -62.9% | -39.4% |
| 1Y | -26.6% | +48.5% | -75.0% | -42.0% |
| All | +41.6% | +70.7% | -29.1% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling