+240.6%
RL vs PFGC
+138.1%
+102.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.7% |
| 7D | +2.6% | +3.4% | -0.8% | +0.9% |
| 30D | +2.9% | +16.9% | -14.0% | -5.4% |
| 3M | 0.0% | +6.4% | -6.4% | -3.6% |
| 6M | +17.1% | +16.0% | +1.1% | +7.5% |
| YTD | +10.1% | +23.6% | -13.5% | -3.6% |
| 1Y | +17.3% | +16.6% | +0.7% | +5.9% |
| 3Y | +249.3% | +82.3% | +167.1% | +142.0% |
| All | +240.6% | +138.1% | +102.5% | +100.3% |
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