-7.2%
RKT vs PFG
+110.7%
-117.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -0.9% |
| 7D | +6.0% | +6.0% | 0.0% | +2.3% |
| 30D | +0.7% | +2.2% | -1.6% | -0.7% |
| 3M | +11.8% | +10.4% | +1.5% | +4.6% |
| 6M | -7.6% | +27.8% | -35.4% | -20.7% |
| YTD | -28.7% | +33.6% | -62.3% | -40.7% |
| 1Y | -32.6% | +49.3% | -81.9% | -47.8% |
| 3Y | +42.1% | +69.7% | -27.6% | -1.6% |
| 5Y | -7.2% | +111.3% | -118.5% | -44.3% |
| All | -7.2% | +110.7% | -117.9% | -44.3% |
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