+275.4%
RMD vs PFGC
+287.3%
-11.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.3% |
| 7D | -4.7% | -3.7% | -1.0% | -4.3% |
| 30D | +0.2% | -16.0% | +16.2% | +2.4% |
| 3M | +12.0% | -4.1% | +16.1% | +12.5% |
| 6M | -12.5% | +8.7% | -21.2% | -13.6% |
| YTD | -7.9% | +6.4% | -14.3% | -9.0% |
| 1Y | -20.4% | -8.4% | -12.0% | -19.9% |
| 3Y | +53.1% | +61.8% | -8.6% | +43.0% |
| 5Y | -22.1% | +108.7% | -130.8% | -29.8% |
| 10Y | +275.4% | +298.1% | -22.7% | +236.5% |
| All | +275.4% | +287.3% | -11.9% | +236.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling