+67.4%
RMD vs PFG
+86.4%
-19.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | +3.1% | +3.0% | +0.1% | +2.2% |
| 30D | +1.8% | +8.2% | -6.4% | -0.5% |
| 3M | +6.7% | +2.7% | +4.0% | +5.7% |
| 6M | +13.9% | +17.2% | -3.3% | +8.5% |
| YTD | -2.0% | +34.8% | -36.8% | -10.3% |
| 1Y | -5.4% | +43.6% | -49.0% | -14.8% |
| 3Y | +67.4% | +85.4% | -18.1% | +30.1% |
| All | +67.4% | +86.4% | -19.1% | +30.1% |
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 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