+1,938.0%
RMD vs PFG
+979.8%
+958.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.8% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +1.9% | +5.0% | -3.0% | +0.8% |
| 3M | +6.3% | +0.1% | +6.2% | +6.2% |
| 6M | +18.2% | +13.8% | +4.5% | +14.6% |
| YTD | +0.3% | +31.2% | -31.0% | -6.1% |
| 1Y | -4.3% | +37.1% | -41.3% | -11.2% |
| 3Y | +71.3% | +80.6% | -9.3% | +47.5% |
| 5Y | -1.8% | +93.7% | -95.5% | -17.6% |
| 10Y | +344.6% | +185.5% | +159.1% | +223.2% |
| All | +1,938.0% | +979.8% | +958.2% | +803.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling