+44.4%
REPL vs PFG
+186.6%
-142.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | +1.2% | +2.4% | -1.1% | +0.5% |
| 30D | +92.2% | +5.9% | +86.3% | +88.6% |
| 3M | +44.1% | -0.4% | +44.6% | +43.9% |
| 6M | +313.0% | +14.8% | +298.2% | +288.0% |
| YTD | +125.2% | +31.9% | +93.3% | +96.2% |
| 1Y | +143.8% | +38.8% | +105.0% | +107.9% |
| 3Y | +104.2% | +82.4% | +21.8% | +46.0% |
| 5Y | -34.5% | +94.7% | -129.2% | -56.1% |
| All | +44.4% | +186.6% | -142.2% | -29.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling