+273.3%
RRX vs PFGC
+485.1%
-211.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -18.2% |
| 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% | +40.1% |
| 5Y | +10.6% | +138.7% | -128.1% | -13.3% |
| 10Y | +202.9% | +352.8% | -150.0% | +99.6% |
| All | +273.3% | +485.1% | -211.8% | +127.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling