+9.5%
RL vs PFGC
-8.5%
+18.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -3.0% |
| 7D | -0.3% | -3.7% | +3.5% | +0.9% |
| 30D | -17.5% | -16.0% | -1.6% | -13.3% |
| 3M | -14.0% | -4.1% | -9.9% | -12.9% |
| 6M | -2.0% | +8.7% | -10.7% | -4.6% |
| YTD | -4.6% | +6.4% | -10.9% | -7.3% |
| 1Y | +9.5% | -8.4% | +17.9% | +7.7% |
| All | +9.5% | -8.5% | +18.1% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling