+244.0%
RL vs PFG
+110.8%
+133.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.6% | +3.0% |
| 7D | -0.8% | +5.5% | -6.3% | -4.4% |
| 30D | -7.8% | +2.4% | -10.1% | -9.4% |
| 3M | -4.0% | +13.6% | -17.6% | -12.4% |
| 6M | -1.9% | +27.9% | -29.8% | -17.2% |
| YTD | -0.2% | +35.6% | -35.7% | -19.3% |
| 1Y | +10.7% | +48.5% | -37.8% | -16.1% |
| 3Y | +210.8% | +66.9% | +143.9% | +114.7% |
| All | +244.0% | +110.8% | +133.2% | +94.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling