+240.5%
RMBS vs PFGC
+138.1%
+102.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.7% |
| 7D | +10.3% | +3.4% | +6.9% | +8.9% |
| 30D | -10.7% | +16.9% | -27.6% | -17.3% |
| 3M | -17.2% | +6.4% | -23.6% | -20.2% |
| 6M | -39.0% | +16.0% | -55.0% | -44.7% |
| YTD | -10.5% | +23.6% | -34.1% | -21.8% |
| 1Y | -11.0% | +16.6% | -27.6% | -20.0% |
| 3Y | +31.3% | +82.3% | -50.9% | -5.0% |
| All | +240.5% | +138.1% | +102.4% | +111.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling