+1,200.8%
RRX vs PFG
+1,015.3%
+185.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.8% |
| 7D | +3.4% | +5.5% | -2.1% | +1.1% |
| 30D | -11.1% | +2.4% | -13.5% | -12.1% |
| 3M | -23.7% | +13.6% | -37.3% | -28.1% |
| 6M | -22.0% | +27.9% | -49.9% | -29.8% |
| YTD | +16.5% | +35.6% | -19.1% | +2.3% |
| 1Y | +11.5% | +48.5% | -37.0% | -5.6% |
| 3Y | +1.5% | +66.9% | -65.3% | -17.3% |
| 5Y | +18.3% | +111.0% | -92.7% | -12.3% |
| 10Y | +209.8% | +244.5% | -34.7% | +84.9% |
| All | +1,200.8% | +1,015.3% | +185.5% | +372.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling