+53.9%
RMD vs PFG
+71.3%
-17.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -2.8% |
| 7D | -4.5% | +6.0% | -10.4% | -6.1% |
| 30D | +4.6% | +2.2% | +2.4% | +3.8% |
| 3M | +14.8% | +10.4% | +4.4% | +11.4% |
| 6M | -12.1% | +27.8% | -39.9% | -18.2% |
| YTD | -7.5% | +33.6% | -41.1% | -14.9% |
| 1Y | -20.1% | +49.3% | -69.4% | -28.6% |
| 3Y | +53.9% | +69.7% | -15.9% | +27.0% |
| All | +53.9% | +71.3% | -17.4% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling