+558.9%
RMBS vs PFGC
+292.9%
+266.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +1.8% | -4.8% | +6.5% | +3.1% |
| 30D | -13.9% | -12.5% | -1.4% | -10.8% |
| 3M | -39.8% | -9.7% | -30.1% | -38.5% |
| 6M | -6.0% | +7.0% | -13.0% | -8.4% |
| YTD | -5.4% | +4.5% | -9.8% | -7.5% |
| 1Y | -1.8% | -11.6% | +9.8% | +0.1% |
| 3Y | +53.7% | +58.5% | -4.8% | +35.2% |
| 5Y | +268.5% | +112.6% | +155.9% | +198.8% |
| All | +558.9% | +292.9% | +266.0% | +333.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling