+437.4%
RMD vs PFGC
+485.1%
-47.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.1% |
| 7D | +2.1% | +3.4% | -1.3% | +1.6% |
| 30D | +2.1% | +16.9% | -14.8% | 0.0% |
| 3M | +6.2% | +6.4% | -0.2% | +5.3% |
| 6M | +19.4% | +16.0% | +3.4% | +16.9% |
| YTD | +0.5% | +23.6% | -23.1% | -2.6% |
| 1Y | -3.9% | +16.6% | -20.6% | -6.3% |
| 3Y | +72.5% | +82.3% | -9.7% | +58.6% |
| 5Y | -1.5% | +138.7% | -140.2% | -12.7% |
| 10Y | +345.8% | +352.8% | -7.1% | +290.4% |
| All | +437.4% | +485.1% | -47.7% | +364.4% |
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