+55.9%
RSP vs PFGC
+65.1%
-9.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -0.8% | -2.2% | +1.4% | -0.2% |
| 30D | -0.3% | -11.9% | +11.6% | +3.0% |
| 3M | +4.3% | +5.0% | -0.7% | +2.4% |
| 6M | +8.8% | +8.6% | +0.2% | +5.5% |
| YTD | +15.3% | +9.7% | +5.6% | +10.7% |
| 1Y | +18.3% | -6.3% | +24.6% | +19.7% |
| All | +55.9% | +65.1% | -9.3% | +27.1% |
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