+43.7%
REPL vs PFG
+189.5%
-145.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.1% | -5.3% | -6.1% |
| 7D | +5.3% | -2.2% | +7.5% | +6.1% |
| 30D | +66.6% | +6.4% | +60.3% | +63.3% |
| 3M | +59.6% | +2.2% | +57.3% | +57.9% |
| 6M | +482.4% | +16.3% | +466.1% | +444.7% |
| YTD | +124.1% | +33.2% | +90.8% | +94.6% |
| 1Y | +138.6% | +40.6% | +97.9% | +102.5% |
| 3Y | +96.0% | +83.3% | +12.7% | +40.1% |
| 5Y | -35.4% | +97.7% | -133.1% | -56.9% |
| All | +43.7% | +189.5% | -145.8% | -29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling