+13.7%
RMBS vs PFG
+48.0%
-34.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.3% |
| 7D | +3.5% | +3.2% | +0.2% | +1.6% |
| 30D | -8.6% | +0.9% | -9.5% | -9.2% |
| 3M | -40.3% | +7.7% | -48.0% | -44.2% |
| 6M | -1.0% | +29.0% | -29.9% | -23.0% |
| YTD | -4.6% | +32.5% | -37.1% | -26.0% |
| All | +13.7% | +48.0% | -34.3% | -14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling