+1,780.6%
RMD vs PFG
+999.6%
+781.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -2.9% |
| 7D | -4.5% | +6.0% | -10.4% | -5.8% |
| 30D | +4.6% | +2.2% | +2.4% | +4.0% |
| 3M | +14.8% | +10.4% | +4.4% | +12.0% |
| 6M | -12.1% | +27.8% | -39.9% | -17.1% |
| YTD | -7.5% | +33.6% | -41.1% | -13.7% |
| 1Y | -20.1% | +49.3% | -69.4% | -27.4% |
| 3Y | +53.9% | +69.7% | -15.9% | +34.3% |
| 5Y | -22.2% | +111.3% | -133.6% | -36.1% |
| 10Y | +268.2% | +240.3% | +28.0% | +157.7% |
| All | +1,780.6% | +999.6% | +781.0% | +730.0% |
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 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