+373.0%
RL vs PFGC
+360.0%
+13.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.0% | +1.9% | +4.5% |
| 7D | +0.2% | +10.8% | -10.6% | -3.3% |
| 30D | +7.3% | +17.8% | -10.5% | +1.4% |
| 3M | +1.0% | -2.7% | +3.8% | +1.6% |
| 6M | +11.8% | +20.0% | -8.3% | +4.6% |
| YTD | +13.6% | +24.3% | -10.7% | +4.5% |
| 1Y | +24.0% | +13.2% | +10.8% | +17.6% |
| 3Y | +256.6% | +85.9% | +170.7% | +185.6% |
| 5Y | +240.2% | +141.0% | +99.2% | +148.9% |
| 10Y | +373.0% | +370.6% | +2.3% | +220.6% |
| All | +373.0% | +360.0% | +13.0% | +220.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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