+158.9%
REPL vs PFG
+51.4%
+107.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -2.5% |
| 7D | -3.0% | +5.5% | -8.5% | +0.4% |
| 30D | +27.1% | +2.4% | +24.8% | +28.8% |
| 3M | +52.4% | +13.6% | +38.8% | +64.9% |
| 6M | +107.4% | +27.9% | +79.6% | +139.4% |
| YTD | +54.7% | +35.6% | +19.2% | +77.0% |
| 1Y | +158.9% | +48.5% | +110.4% | +184.5% |
| All | +158.9% | +51.4% | +107.5% | +184.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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