+20.3%
RL vs PFGC
+12.0%
+8.3%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +1.5% |
| 3M | +1.0% | -2.7% | +3.8% | +1.2% |
| 6M | +11.8% | +20.0% | -8.3% | +5.2% |
| YTD | +13.6% | +24.3% | -10.7% | +4.1% |
| All | +20.3% | +12.0% | +8.3% | +12.3% |
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