+314.8%
RL vs PFG
+244.3%
+70.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.6% | +3.0% |
| 7D | -0.8% | +5.5% | -6.3% | -4.3% |
| 30D | -7.8% | +2.4% | -10.1% | -9.3% |
| 3M | -4.0% | +13.6% | -17.6% | -12.0% |
| 6M | -1.9% | +27.9% | -29.8% | -16.4% |
| YTD | -0.2% | +35.6% | -35.7% | -18.4% |
| 1Y | +10.7% | +48.5% | -37.8% | -14.8% |
| 3Y | +210.8% | +66.9% | +143.9% | +120.0% |
| 5Y | +238.2% | +111.0% | +127.3% | +103.7% |
| All | +314.8% | +244.3% | +70.5% | +80.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling