+75.9%
RPRX vs PFG
+110.7%
-34.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.4% | -3.9% | -4.9% |
| 7D | -2.8% | +6.0% | -8.8% | -4.3% |
| 30D | +7.2% | +2.2% | +4.9% | +6.5% |
| 3M | +10.9% | +10.4% | +0.5% | +7.9% |
| 6M | +34.6% | +27.8% | +6.8% | +25.8% |
| YTD | +59.0% | +33.6% | +25.3% | +46.5% |
| 1Y | +72.5% | +49.3% | +23.2% | +54.0% |
| 3Y | +124.1% | +69.7% | +54.4% | +88.9% |
| 5Y | +75.9% | +111.3% | -35.4% | +32.3% |
| All | +75.9% | +110.7% | -34.8% | +32.3% |
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