+176.3%
PFGC vs REPL
+35.1%
+141.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +8.0% | -10.0% | -2.4% |
| 7D | +8.5% | +22.8% | -14.2% | +7.5% |
| 30D | +15.0% | +63.8% | -48.8% | +12.2% |
| 3M | -6.2% | +68.1% | -74.3% | -8.8% |
| 6M | +15.7% | +528.5% | -512.7% | +0.6% |
| YTD | +19.6% | +122.4% | -102.9% | +6.4% |
| 1Y | +13.2% | +154.4% | -141.2% | -0.2% |
| 3Y | +77.0% | +68.0% | +9.0% | +33.6% |
| 5Y | +121.5% | -35.4% | +156.8% | +81.1% |
| All | +176.3% | +35.1% | +141.2% | +77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling