-17.4%
RMBS vs PFGC
+12.5%
-29.8%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +13.5% | -19.5% | -5.9% |
| 7D | -8.9% | +13.9% | -22.8% | -9.0% |
| 30D | -24.8% | +18.4% | -43.2% | -25.4% |
| 3M | -17.6% | -2.5% | -15.0% | -15.8% |
| 6M | -25.7% | +26.0% | -51.7% | -32.4% |
| YTD | -9.8% | +21.9% | -31.6% | -17.2% |
| 1Y | -17.4% | +13.4% | -30.7% | -24.3% |
| All | -17.4% | +12.5% | -29.8% | -24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling