+68.2%
RMD vs PFGC
+82.3%
-14.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | +3.1% | +15.0% | -11.9% | +0.4% |
| 30D | +1.8% | +17.0% | -15.2% | -1.2% |
| 3M | +6.7% | -2.5% | +9.1% | +6.9% |
| 6M | +13.9% | +19.2% | -5.3% | +10.1% |
| YTD | -2.0% | +23.4% | -25.5% | -6.8% |
| 1Y | -5.4% | +13.9% | -19.3% | -8.2% |
| All | +68.2% | +82.3% | -14.2% | +54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling