+187.3%
PFGC vs REPL
+39.1%
+148.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.0% | +1.0% | +3.8% |
| 7D | +10.8% | +14.2% | -3.4% | +10.1% |
| 30D | +17.8% | +65.9% | -48.1% | +14.8% |
| 3M | -2.7% | +84.6% | -87.3% | -5.8% |
| 6M | +20.0% | +446.9% | -426.9% | +5.3% |
| YTD | +24.3% | +129.0% | -104.7% | +10.5% |
| 1Y | +13.2% | +167.9% | -154.7% | -0.5% |
| 3Y | +85.9% | +93.9% | -8.0% | +38.3% |
| 5Y | +141.0% | -33.0% | +174.0% | +96.6% |
| All | +187.3% | +39.1% | +148.2% | +84.6% |
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