+342.7%
RMD vs PFG
+189.4%
+153.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.2% |
| 7D | -0.8% | -2.2% | +1.4% | -0.2% |
| 30D | +1.7% | +6.4% | -4.7% | -0.1% |
| 3M | +6.4% | +2.2% | +4.2% | +5.5% |
| 6M | +20.7% | +16.3% | +4.4% | +15.3% |
| YTD | -0.2% | +33.2% | -33.4% | -8.5% |
| 1Y | -4.5% | +40.6% | -45.1% | -13.8% |
| 3Y | +70.5% | +83.3% | -12.8% | +40.4% |
| 5Y | -1.6% | +97.7% | -99.3% | -21.8% |
| 10Y | +342.7% | +189.9% | +152.8% | +188.7% |
| All | +342.7% | +189.4% | +153.3% | +188.7% |
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