-22.2%
RKT vs PFG
+232.4%
-254.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.4% |
| 7D | +2.1% | +5.5% | -3.4% | -0.5% |
| 30D | +1.4% | +2.4% | -0.9% | +0.3% |
| 3M | +6.3% | +13.6% | -7.3% | -0.5% |
| 6M | -15.5% | +27.9% | -43.3% | -25.0% |
| YTD | -27.4% | +35.6% | -62.9% | -37.5% |
| 1Y | -26.6% | +48.5% | -75.0% | -39.7% |
| 3Y | +41.2% | +66.9% | -25.6% | +8.4% |
| 5Y | -6.4% | +111.0% | -117.4% | -32.9% |
| All | -22.2% | +232.4% | -254.7% | -49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling