+2,245.8%
RL vs PFG
+960.1%
+1,285.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.7% |
| 7D | -4.2% | -0.6% | -3.5% | -3.8% |
| 30D | +4.3% | +2.0% | +2.3% | +3.5% |
| 3M | -4.6% | -3.2% | -1.4% | -3.4% |
| 6M | +1.7% | +10.9% | -9.2% | -2.8% |
| YTD | +7.3% | +28.8% | -21.5% | -3.6% |
| 1Y | +20.8% | +39.2% | -18.4% | +5.1% |
| 3Y | +247.0% | +75.0% | +171.9% | +174.6% |
| 5Y | +225.5% | +91.9% | +133.5% | +148.1% |
| 10Y | +363.0% | +202.3% | +160.7% | +189.9% |
| All | +2,245.8% | +960.1% | +1,285.6% | +655.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling