+65.6%
RRX vs PFGC
+82.6%
-17.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.8% |
| 7D | +4.3% | +3.4% | +0.9% | +2.9% |
| 30D | +12.3% | +16.9% | -4.6% | +3.1% |
| 3M | +3.7% | +6.4% | -2.8% | +0.1% |
| 6M | -13.9% | +16.0% | -29.9% | -22.4% |
| YTD | +26.5% | +23.6% | +2.8% | +7.2% |
| 1Y | +29.3% | +16.6% | +12.7% | +14.3% |
| 3Y | +65.6% | +82.3% | -16.7% | +5.9% |
| All | +65.6% | +82.6% | -17.1% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling