+310.1%
RL vs PFG
+239.4%
+70.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.3% |
| 7D | +1.9% | +6.0% | -4.1% | -2.0% |
| 30D | -12.2% | +2.2% | -14.4% | -13.6% |
| 3M | -6.6% | +10.4% | -17.0% | -12.9% |
| 6M | +3.2% | +27.8% | -24.6% | -12.1% |
| YTD | -1.3% | +33.6% | -34.9% | -18.6% |
| 1Y | +13.6% | +49.3% | -35.7% | -12.9% |
| 3Y | +210.9% | +69.7% | +141.1% | +117.7% |
| 5Y | +246.9% | +111.3% | +135.5% | +108.6% |
| 10Y | +310.1% | +240.3% | +69.8% | +79.6% |
| All | +310.1% | +239.4% | +70.6% | +79.6% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling