+1,929.3%
RMD vs PFG
+996.3%
+933.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.1% |
| 7D | -0.8% | -2.2% | +1.4% | -0.3% |
| 30D | +1.7% | +6.4% | -4.7% | +0.3% |
| 3M | +6.4% | +2.2% | +4.2% | +5.7% |
| 6M | +20.7% | +16.3% | +4.4% | +16.4% |
| YTD | -0.2% | +33.2% | -33.4% | -6.8% |
| 1Y | -4.5% | +40.6% | -45.1% | -12.0% |
| 3Y | +70.5% | +83.3% | -12.8% | +46.4% |
| 5Y | -1.6% | +97.7% | -99.3% | -17.8% |
| 10Y | +342.7% | +189.9% | +152.8% | +220.7% |
| All | +1,929.3% | +996.3% | +933.1% | +796.1% |
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