+275.4%
RMD vs PFG
+239.8%
+35.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | -4.7% | +3.2% | -7.9% | -5.7% |
| 30D | +0.2% | +0.9% | -0.7% | -0.2% |
| 3M | +12.0% | +7.7% | +4.3% | +9.4% |
| 6M | -12.5% | +29.0% | -41.5% | -19.0% |
| YTD | -7.9% | +32.5% | -40.4% | -15.4% |
| 1Y | -20.4% | +47.3% | -67.7% | -29.2% |
| 3Y | +53.1% | +68.2% | -15.1% | +29.1% |
| 5Y | -22.1% | +108.5% | -130.6% | -39.1% |
| 10Y | +275.4% | +241.4% | +34.0% | +122.1% |
| All | +275.4% | +239.8% | +35.7% | +122.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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