+636.4%
RMBS vs PFGC
+409.4%
+226.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.5% | +2.2% |
| 7D | +3.0% | -2.4% | +5.4% | +3.6% |
| 30D | -14.4% | -15.8% | +1.4% | -10.6% |
| 3M | -42.8% | -0.6% | -42.3% | -43.2% |
| 6M | -1.4% | +10.7% | -12.1% | -4.7% |
| YTD | -5.4% | +7.6% | -13.1% | -8.2% |
| 1Y | +18.6% | -7.8% | +26.4% | +19.6% |
| 3Y | +57.3% | +63.7% | -6.5% | +37.5% |
| 5Y | +265.7% | +112.3% | +153.4% | +197.0% |
| 10Y | +546.0% | +286.7% | +259.3% | +331.8% |
| All | +636.4% | +409.4% | +226.9% | +374.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling