+266.8%
RL vs PFGC
+419.1%
-152.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.6% | +2.2% |
| 7D | -0.8% | -2.2% | +1.4% | -0.1% |
| 30D | -7.8% | -11.9% | +4.2% | -3.9% |
| 3M | -4.0% | +5.0% | -9.0% | -5.7% |
| 6M | -1.9% | +8.6% | -10.5% | -4.7% |
| YTD | -0.2% | +9.7% | -9.9% | -3.9% |
| 1Y | +10.7% | -6.3% | +17.0% | +11.9% |
| 3Y | +210.8% | +58.2% | +152.6% | +164.0% |
| 5Y | +238.2% | +110.4% | +127.8% | +161.0% |
| 10Y | +313.4% | +272.8% | +40.6% | +186.7% |
| All | +266.8% | +419.1% | -152.3% | +143.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling