+200.9%
RRX vs PFGC
+351.0%
-150.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.6% |
| 7D | +4.3% | +3.4% | +0.9% | +3.5% |
| 30D | +12.3% | +16.9% | -4.6% | +7.1% |
| 3M | +3.7% | +6.4% | -2.8% | +1.3% |
| 6M | -13.9% | +16.0% | -29.9% | -18.3% |
| YTD | +26.5% | +23.6% | +2.8% | +17.6% |
| 1Y | +29.3% | +16.6% | +12.7% | +22.2% |
| 3Y | +65.6% | +82.3% | -16.7% | +40.0% |
| 5Y | +10.6% | +138.7% | -128.1% | -13.4% |
| All | +200.9% | +351.0% | -150.1% | +103.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling