+319.7%
RL vs PFGC
+351.0%
-31.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.5% |
| 7D | +2.6% | +3.4% | -0.8% | +1.5% |
| 30D | +2.9% | +16.9% | -14.0% | -2.6% |
| 3M | 0.0% | +6.4% | -6.4% | -2.3% |
| 6M | +17.1% | +16.0% | +1.1% | +10.9% |
| YTD | +10.1% | +23.6% | -13.5% | +1.4% |
| 1Y | +17.3% | +16.6% | +0.7% | +10.1% |
| 3Y | +249.3% | +82.3% | +167.1% | +181.5% |
| 5Y | +240.9% | +138.7% | +102.2% | +150.2% |
| All | +319.7% | +351.0% | -31.3% | +183.9% |
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