+310.1%
RL vs PFGC
+273.4%
+36.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.7% | -0.5% |
| 7D | +1.9% | -2.4% | +4.3% | +2.7% |
| 30D | -12.2% | -15.8% | +3.6% | -7.1% |
| 3M | -6.6% | -0.6% | -6.0% | -6.6% |
| 6M | +3.2% | +10.7% | -7.5% | -0.6% |
| YTD | -1.3% | +7.6% | -8.9% | -4.5% |
| 1Y | +13.6% | -7.8% | +21.4% | +15.5% |
| 3Y | +210.9% | +63.7% | +147.2% | +160.4% |
| 5Y | +246.9% | +112.3% | +134.6% | +165.8% |
| 10Y | +310.1% | +286.7% | +23.4% | +190.2% |
| All | +310.1% | +273.4% | +36.7% | +190.2% |
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