+46.8%
REPL vs PFG
+191.2%
-144.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.0% | -1.1% | +1.6% |
| 7D | +14.2% | +2.3% | +11.9% | +13.2% |
| 30D | +65.9% | +7.6% | +58.3% | +61.8% |
| 3M | +84.6% | +2.5% | +82.0% | +82.5% |
| 6M | +446.9% | +16.6% | +430.3% | +411.0% |
| YTD | +129.0% | +34.1% | +95.0% | +98.4% |
| 1Y | +167.9% | +44.1% | +123.8% | +125.2% |
| 3Y | +93.9% | +86.3% | +7.6% | +37.5% |
| 5Y | -33.0% | +101.6% | -134.5% | -55.7% |
| All | +46.8% | +191.2% | -144.4% | -28.4% |
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