+244.0%
RL vs PFGC
+111.4%
+132.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.6% | +2.3% |
| 7D | -0.8% | -2.2% | +1.4% | +0.3% |
| 30D | -7.8% | -11.9% | +4.2% | -1.7% |
| 3M | -4.0% | +5.0% | -9.0% | -6.7% |
| 6M | -1.9% | +8.6% | -10.5% | -6.6% |
| YTD | -0.2% | +9.7% | -9.9% | -6.6% |
| 1Y | +10.7% | -6.3% | +17.0% | +12.4% |
| 3Y | +210.8% | +58.2% | +152.6% | +133.0% |
| All | +244.0% | +111.4% | +132.6% | +115.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling