+257.4%
RSP vs PFGC
+419.1%
-161.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -0.8% | -2.2% | +1.4% | -0.3% |
| 30D | -0.3% | -11.9% | +11.6% | +2.4% |
| 3M | +4.3% | +5.0% | -0.7% | +2.9% |
| 6M | +8.8% | +8.6% | +0.2% | +6.4% |
| YTD | +15.3% | +9.7% | +5.6% | +12.1% |
| 1Y | +18.3% | -6.3% | +24.6% | +18.9% |
| 3Y | +52.8% | +58.2% | -5.4% | +36.0% |
| 5Y | +51.7% | +110.4% | -58.7% | +25.0% |
| 10Y | +208.5% | +272.8% | -64.3% | +125.4% |
| All | +257.4% | +419.1% | -161.7% | +146.2% |
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 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