From the datasheet, the phase noise is spec'd as, and these are typical values at 500MHz,
Carrier Offset 10 kHz: <-88 dBc/Hz,
nominal
Carrier Offset 100 kHz?<-100 dBc/
Hz, nominal
Carrier Offset 1 MHz?<-110 dBc/
Hz, nominal
The fact that it isn't spec'd below 10kHz implies to a cynical old fart like me that it's poor. Don't forget that the noise is spec'd in a 1Hz bw and you'll need to adjust the reading depending on what rbw you are using.
So measuring phase noise on a Rygol, it's a bit like women playing cricket. That is that it's not a surprise to see it done badly, the real surprise is that it is done at all.
I've used some simple home brew reciprocal mixing set-ups over the years, as well as some state of the art Agilent systems built into eight foot high cabinets. I've even used a decent high end Agilent spec ana, something like the 856x series has a phase noise measurement option.
For home use, I'd put together a reciprocal mixing system if I needed a reasonable measurement.