+217.3%
RRX vs PFGC
+292.9%
-75.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.8% |
| 7D | -0.3% | -4.8% | +4.4% | +1.0% |
| 30D | -6.1% | -12.5% | +6.4% | -2.7% |
| 3M | -23.1% | -9.7% | -13.3% | -21.2% |
| 6M | -19.5% | +7.0% | -26.5% | -21.4% |
| YTD | +16.1% | +4.5% | +11.6% | +13.7% |
| 1Y | +12.9% | -11.6% | +24.5% | +15.6% |
| 3Y | +7.9% | +58.5% | -50.6% | -4.7% |
| 5Y | +19.1% | +112.6% | -93.5% | -3.2% |
| All | +217.3% | +292.9% | -75.6% | +124.5% |
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