+145.8%
PFGC vs REPL
-9.7%
+155.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -1.1% |
| 7D | -3.7% | -9.6% | +5.9% | -3.3% |
| 30D | -16.0% | +5.7% | -21.7% | -16.3% |
| 3M | -4.1% | +56.4% | -60.5% | -8.3% |
| 6M | +8.7% | +67.4% | -58.7% | -1.6% |
| YTD | +6.4% | +48.7% | -42.3% | -3.3% |
| 1Y | -8.4% | +148.3% | -156.7% | -22.2% |
| 3Y | +61.8% | -26.7% | +88.4% | +31.6% |
| 5Y | +108.7% | -54.1% | +162.8% | +72.7% |
| All | +145.8% | -9.7% | +155.5% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling