+41.5%
PG vs RPRX
+57.8%
-16.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -3.4% | -4.0% | +0.6% | -3.0% |
| 30D | -2.6% | +4.9% | -7.5% | -3.1% |
| 3M | -3.3% | +9.4% | -12.7% | -4.3% |
| 6M | -6.7% | +33.3% | -40.0% | -9.6% |
| YTD | +1.7% | +59.0% | -57.2% | -3.1% |
| 1Y | -7.9% | +69.2% | -77.1% | -13.0% |
| 3Y | +0.9% | +124.1% | -123.2% | -7.7% |
| 5Y | +12.6% | +77.9% | -65.2% | +5.7% |
| All | +41.5% | +57.8% | -16.3% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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