+844.3%
RMBS vs PFG
+1,015.3%
-171.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.9% | +1.9% |
| 7D | -0.3% | +5.5% | -5.9% | -2.7% |
| 30D | -12.2% | +2.4% | -14.5% | -13.2% |
| 3M | -49.5% | +13.6% | -63.1% | -52.6% |
| 6M | -7.1% | +27.9% | -35.0% | -16.7% |
| YTD | -7.0% | +35.6% | -42.6% | -18.2% |
| 1Y | +13.3% | +48.5% | -35.1% | -3.9% |
| 3Y | +49.2% | +66.9% | -17.6% | +21.1% |
| 5Y | +250.0% | +111.0% | +139.0% | +155.9% |
| 10Y | +495.1% | +244.5% | +250.6% | +238.6% |
| All | +844.3% | +1,015.3% | -171.0% | +120.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling