+420.8%
RSG vs PFGC
+292.9%
+127.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | 0.0% | -4.8% | +4.8% | +0.6% |
| 30D | +4.0% | -12.5% | +16.5% | +5.7% |
| 3M | +7.4% | -9.7% | +17.1% | +8.7% |
| 6M | +0.1% | +7.0% | -6.9% | -1.0% |
| YTD | +6.0% | +4.5% | +1.5% | +4.9% |
| 1Y | -3.0% | -11.6% | +8.6% | -2.0% |
| 3Y | +56.5% | +58.5% | -2.0% | +45.5% |
| 5Y | +90.9% | +112.6% | -21.7% | +68.6% |
| All | +420.8% | +292.9% | +127.9% | +342.8% |
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