-0.8%
RKT vs PFG
+102.7%
-103.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.5% | -5.4% | -5.2% |
| 7D | +4.6% | +3.0% | +1.7% | +2.8% |
| 30D | +25.9% | +8.2% | +17.7% | +20.0% |
| 3M | +5.0% | +2.7% | +2.3% | +3.2% |
| 6M | -7.9% | +17.2% | -25.1% | -17.1% |
| YTD | -25.4% | +34.8% | -60.1% | -38.5% |
| 1Y | -15.4% | +43.6% | -59.0% | -33.0% |
| 3Y | +83.3% | +85.4% | -2.1% | +18.4% |
| 5Y | -0.8% | +102.2% | -103.0% | -40.5% |
| All | -0.8% | +102.7% | -103.5% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling