+185.9%
PFGC vs REPL
+36.1%
+149.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.4% | +6.6% | +0.5% |
| 7D | +1.5% | +5.3% | -3.8% | +1.2% |
| 30D | +17.4% | +66.6% | -49.2% | +14.4% |
| 3M | -2.4% | +59.6% | -62.0% | -4.9% |
| 6M | +18.2% | +482.4% | -464.1% | +3.3% |
| YTD | +23.7% | +124.1% | -100.4% | +10.0% |
| 1Y | +15.0% | +138.6% | -123.6% | +1.8% |
| 3Y | +82.3% | +96.0% | -13.7% | +35.2% |
| 5Y | +131.9% | -35.4% | +167.3% | +89.7% |
| All | +185.9% | +36.1% | +149.8% | +83.9% |
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