-25.7%
RKT vs PFGC
+209.8%
-235.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.3% |
| 7D | -1.0% | -3.7% | +2.8% | +0.4% |
| 30D | -2.4% | -16.0% | +13.6% | +3.8% |
| 3M | +1.9% | -4.1% | +6.0% | +3.4% |
| 6M | -13.9% | +8.7% | -22.6% | -16.6% |
| YTD | -30.6% | +6.4% | -37.0% | -32.5% |
| 1Y | -34.4% | -8.4% | -26.0% | -32.7% |
| 3Y | +38.2% | +61.8% | -23.6% | +16.3% |
| 5Y | -9.7% | +108.7% | -118.4% | -29.7% |
| All | -25.7% | +209.8% | -235.5% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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