+61.0%
RSP vs PFGC
+77.4%
-16.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.1% |
| 7D | -1.0% | +8.5% | -9.6% | -3.2% |
| 30D | +2.6% | +15.0% | -12.4% | -1.2% |
| 3M | -0.8% | -6.2% | +5.4% | +0.6% |
| 6M | +6.3% | +15.7% | -9.5% | +1.5% |
| YTD | +14.1% | +19.6% | -5.4% | +7.0% |
| 1Y | +18.0% | +13.2% | +4.8% | +12.6% |
| 3Y | +61.0% | +77.0% | -15.9% | +30.2% |
| All | +61.0% | +77.4% | -16.4% | +30.2% |
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