-35.1%
REPL vs PFG
+91.4%
-126.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.7% | +9.7% | +8.2% |
| 7D | +22.8% | -0.6% | +23.4% | +22.9% |
| 30D | +63.8% | +2.0% | +61.8% | +63.5% |
| 3M | +68.1% | -3.2% | +71.3% | +68.6% |
| 6M | +528.5% | +10.9% | +517.6% | +517.0% |
| YTD | +122.4% | +28.8% | +93.6% | +110.7% |
| 1Y | +154.4% | +39.2% | +115.2% | +136.6% |
| 3Y | +68.0% | +75.0% | -7.1% | +38.3% |
| All | -35.1% | +91.4% | -126.5% | -51.3% |
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