+546.6%
RMBS vs PFG
+247.4%
+299.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -3.0% |
| 7D | +1.2% | -3.0% | +4.2% | +2.7% |
| 30D | -11.5% | +2.5% | -14.0% | -12.8% |
| 3M | -38.2% | +6.1% | -44.3% | -40.7% |
| 6M | -4.8% | +31.3% | -36.0% | -18.2% |
| YTD | -7.1% | +33.6% | -40.7% | -20.6% |
| 1Y | +10.7% | +48.5% | -37.8% | -10.3% |
| 3Y | +54.5% | +69.6% | -15.1% | +17.5% |
| 5Y | +261.7% | +111.5% | +150.2% | +144.0% |
| All | +546.6% | +247.4% | +299.2% | +229.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PFG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling