+141.7%
RNG vs PFG
+51.4%
+90.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.3% | -2.4% |
| 7D | +5.8% | +5.5% | +0.3% | +0.4% |
| 30D | +19.6% | +2.4% | +17.2% | +17.0% |
| 3M | +67.0% | +13.6% | +53.4% | +47.8% |
| 6M | +88.4% | +27.9% | +60.5% | +47.4% |
| YTD | +155.5% | +35.6% | +119.9% | +96.3% |
| 1Y | +141.7% | +48.5% | +93.2% | +79.0% |
| All | +141.7% | +51.4% | +90.3% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling