-7.8%
PFGC vs REPL
+136.7%
-144.5%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.9% |
| 7D | -2.4% | -5.7% | +3.3% | -2.4% |
| 30D | -15.8% | +22.5% | -38.2% | -15.9% |
| 3M | -0.6% | +64.7% | -65.3% | -1.0% |
| 6M | +10.7% | +83.0% | -72.4% | +8.6% |
| YTD | +7.6% | +52.0% | -44.3% | +5.7% |
| 1Y | -7.8% | +144.5% | -152.4% | -10.1% |
| All | -7.8% | +136.7% | -144.5% | -10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling