+410.9%
RMD vs PFGC
+419.1%
-8.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.3% |
| 7D | -5.0% | -2.2% | -2.8% | -4.7% |
| 30D | +2.2% | -11.9% | +14.2% | +3.8% |
| 3M | +17.8% | +5.0% | +12.8% | +17.1% |
| 6M | -11.3% | +8.6% | -19.9% | -12.4% |
| YTD | -4.4% | +9.7% | -14.1% | -5.9% |
| 1Y | -15.7% | -6.3% | -9.4% | -15.4% |
| 3Y | +47.7% | +58.2% | -10.5% | +38.4% |
| 5Y | -19.2% | +110.4% | -129.6% | -27.3% |
| 10Y | +280.4% | +272.8% | +7.6% | +241.1% |
| All | +410.9% | +419.1% | -8.2% | +348.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling