-20.9%
RMD vs PFG
+111.0%
-131.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -0.9% |
| 7D | -4.4% | -0.4% | -4.0% | -4.3% |
| 30D | -3.1% | +2.9% | -6.0% | -4.1% |
| 3M | +13.8% | +6.7% | +7.1% | +11.3% |
| 6M | -8.6% | +33.8% | -42.4% | -16.8% |
| YTD | -8.6% | +35.0% | -43.6% | -17.1% |
| 1Y | -19.7% | +46.4% | -66.1% | -29.0% |
| 3Y | +48.4% | +71.7% | -23.3% | +22.0% |
| All | -20.9% | +111.0% | -131.9% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling