+294.4%
RL vs PFGC
+465.8%
-171.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.7% |
| 7D | -4.2% | +8.5% | -12.7% | -6.9% |
| 30D | +4.3% | +15.0% | -10.7% | -0.7% |
| 3M | -4.6% | -6.2% | +1.6% | -2.9% |
| 6M | +1.7% | +15.7% | -14.0% | -3.5% |
| YTD | +7.3% | +19.6% | -12.2% | +0.1% |
| 1Y | +20.8% | +13.2% | +7.6% | +14.6% |
| 3Y | +247.0% | +77.0% | +170.0% | +183.7% |
| 5Y | +225.5% | +121.5% | +104.0% | +145.9% |
| 10Y | +363.0% | +354.5% | +8.5% | +204.4% |
| All | +294.4% | +465.8% | -171.4% | +153.7% |
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 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