-52.9%
REPL vs PFG
+110.7%
-163.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.6% |
| 7D | -5.7% | +6.0% | -11.7% | -6.4% |
| 30D | +22.5% | +2.2% | +20.3% | +22.1% |
| 3M | +64.7% | +10.4% | +54.3% | +61.9% |
| 6M | +83.0% | +27.8% | +55.2% | +74.2% |
| YTD | +52.0% | +33.6% | +18.3% | +42.7% |
| 1Y | +144.5% | +49.3% | +95.2% | +123.4% |
| 3Y | -25.1% | +69.7% | -94.8% | -37.5% |
| 5Y | -52.9% | +111.3% | -164.2% | -65.7% |
| All | -52.9% | +110.7% | -163.6% | -65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling