+80.3%
RPRX vs PFGC
+285.9%
-205.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +3.6% | +1.5% | +2.1% | +3.4% |
| 30D | +21.2% | +17.4% | +3.8% | +18.3% |
| 3M | +21.6% | -2.4% | +24.0% | +21.8% |
| 6M | +36.7% | +18.2% | +18.5% | +33.1% |
| YTD | +83.7% | +23.7% | +60.0% | +77.0% |
| 1Y | +83.2% | +15.0% | +68.2% | +78.3% |
| 3Y | +177.7% | +82.3% | +95.3% | +148.9% |
| 5Y | +95.8% | +131.9% | -36.1% | +66.4% |
| All | +80.3% | +285.9% | -205.5% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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