+247.0%
RL vs PFG
+72.1%
+174.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.3% |
| 7D | -4.2% | -0.6% | -3.5% | -3.6% |
| 30D | +4.3% | +2.0% | +2.3% | +3.2% |
| 3M | -4.6% | -3.2% | -1.4% | -2.8% |
| 6M | +1.7% | +10.9% | -9.2% | -5.6% |
| YTD | +7.3% | +28.8% | -21.5% | -10.2% |
| 1Y | +20.8% | +39.2% | -18.4% | -4.0% |
| 3Y | +247.0% | +75.0% | +171.9% | +134.4% |
| All | +247.0% | +72.1% | +174.9% | +134.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling