+319.7%
RL vs PFG
+184.0%
+135.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.5% |
| 7D | +2.6% | +2.4% | +0.2% | +1.1% |
| 30D | +2.9% | +5.9% | -2.9% | -0.4% |
| 3M | 0.0% | -0.4% | +0.5% | +0.1% |
| 6M | +17.1% | +14.8% | +2.3% | +6.7% |
| YTD | +10.1% | +31.9% | -21.8% | -8.4% |
| 1Y | +17.3% | +38.8% | -21.5% | -5.5% |
| 3Y | +249.3% | +82.4% | +166.9% | +134.4% |
| 5Y | +240.9% | +94.7% | +146.2% | +116.0% |
| All | +319.7% | +184.0% | +135.7% | +97.0% |
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