-24.1%
RKT vs PFGC
+260.1%
-284.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.4% |
| 7D | -9.0% | +3.4% | -12.4% | -10.1% |
| 30D | +30.2% | +16.9% | +13.3% | +22.8% |
| 3M | -8.8% | +6.4% | -15.2% | -11.1% |
| 6M | -0.9% | +16.0% | -16.9% | -6.5% |
| YTD | -29.2% | +23.6% | -52.8% | -34.9% |
| 1Y | -20.1% | +16.6% | -36.7% | -25.0% |
| 3Y | +81.3% | +82.3% | -1.0% | +45.5% |
| 5Y | -6.6% | +138.7% | -145.3% | -31.1% |
| All | -24.1% | +260.1% | -284.3% | -54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling