+534.0%
RMBS vs PFGC
+351.0%
+183.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.5% |
| 7D | +10.3% | +3.4% | +6.9% | +9.4% |
| 30D | -10.7% | +16.9% | -27.6% | -14.9% |
| 3M | -17.2% | +6.4% | -23.6% | -19.1% |
| 6M | -39.0% | +16.0% | -55.0% | -42.3% |
| YTD | -10.5% | +23.6% | -34.1% | -16.9% |
| 1Y | -11.0% | +16.6% | -27.6% | -16.1% |
| 3Y | +31.3% | +82.3% | -50.9% | +10.5% |
| 5Y | +242.8% | +138.7% | +104.1% | +167.7% |
| All | +534.0% | +351.0% | +183.0% | +308.8% |
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