+99.1%
RSG vs PFG
+92.7%
+6.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +2.5% | +2.4% | +0.1% | +2.0% |
| 30D | +12.7% | +5.9% | +6.9% | +11.4% |
| 3M | +17.9% | -0.4% | +18.4% | +17.8% |
| 6M | +25.0% | +14.8% | +10.1% | +21.3% |
| YTD | +20.8% | +31.9% | -11.1% | +13.8% |
| 1Y | +24.3% | +38.8% | -14.5% | +15.7% |
| 3Y | +65.3% | +82.4% | -17.1% | +43.0% |
| All | +99.1% | +92.7% | +6.3% | +66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling