+53.9%
RMD vs PFGC
+63.1%
-9.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -2.8% |
| 7D | -4.5% | -2.4% | -2.0% | -4.0% |
| 30D | +4.6% | -15.8% | +20.4% | +8.2% |
| 3M | +14.8% | -0.6% | +15.4% | +14.9% |
| 6M | -12.1% | +10.7% | -22.7% | -14.1% |
| YTD | -7.5% | +7.6% | -15.1% | -9.9% |
| 1Y | -20.1% | -7.8% | -12.2% | -18.8% |
| 3Y | +53.9% | +63.7% | -9.8% | +22.0% |
| All | +53.9% | +63.1% | -9.2% | +22.0% |
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