+534.0%
RMBS vs PFG
+184.0%
+350.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.5% |
| 7D | +10.3% | +2.4% | +8.0% | +9.1% |
| 30D | -10.7% | +5.9% | -16.6% | -13.2% |
| 3M | -17.2% | -0.4% | -16.8% | -17.5% |
| 6M | -39.0% | +14.8% | -53.9% | -44.2% |
| YTD | -10.5% | +31.9% | -42.4% | -23.3% |
| 1Y | -11.0% | +38.8% | -49.8% | -25.5% |
| 3Y | +31.3% | +82.4% | -51.1% | -3.6% |
| 5Y | +242.8% | +94.7% | +148.1% | +139.6% |
| All | +534.0% | +184.0% | +350.0% | +250.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling