+544.4%
RSG vs PFGC
+409.4%
+135.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.3% |
| 7D | -0.7% | -2.4% | +1.7% | -0.4% |
| 30D | +3.3% | -15.8% | +19.1% | +5.5% |
| 3M | +8.5% | -0.6% | +9.1% | +8.5% |
| 6M | -3.5% | +10.7% | -14.2% | -4.9% |
| YTD | +5.5% | +7.6% | -2.1% | +4.0% |
| 1Y | -1.7% | -7.8% | +6.1% | -1.2% |
| 3Y | +56.9% | +63.7% | -6.8% | +45.5% |
| 5Y | +89.4% | +112.3% | -22.9% | +67.5% |
| 10Y | +412.5% | +286.7% | +125.8% | +327.6% |
| All | +544.4% | +409.4% | +135.0% | +416.0% |
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