+15.2%
PFGC vs REPL
+140.1%
-125.0%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.4% | +6.6% | +0.2% |
| 7D | +1.5% | +5.3% | -3.8% | +1.5% |
| 30D | +17.4% | +66.6% | -49.2% | +17.1% |
| 3M | -2.4% | +59.6% | -62.0% | -2.6% |
| 6M | +18.2% | +482.4% | -464.1% | +15.6% |
| YTD | +23.7% | +124.1% | -100.4% | +17.8% |
| All | +15.2% | +140.1% | -125.0% | +10.2% |
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