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  • RPRX vs PFG✓SelectedUSD · PFGRPRX vs PFG performance historyLatest closeAs of0.00%09/09
Stock and ETF performance explorer

RPRX vs PFG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+56.1%
PFG return
+215.8%
Excess return
-159.7%
Maximum drawdown
-49.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioPFGExcessAlpha
1D0.0%-0.9%+0.9%+0.2%
7D-4.0%+3.2%-7.2%-4.7%
30D+4.9%+0.9%+4.0%+4.7%
3M+9.4%+7.7%+1.6%+7.4%
6M+33.3%+29.0%+4.3%+25.7%
YTD+59.0%+32.5%+26.5%+48.8%
1Y+69.2%+47.3%+21.9%+54.4%
3Y+124.1%+68.2%+55.9%+95.8%
5Y+77.9%+108.5%-30.6%+47.7%
All+56.1%+215.8%-159.7%+23.2%

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