+56.1%
RPRX vs PFGC
+231.8%
-175.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | -4.0% | -3.7% | -0.3% | -3.5% |
| 30D | +4.9% | -16.0% | +20.9% | +7.5% |
| 3M | +9.4% | -4.1% | +13.5% | +9.8% |
| 6M | +33.3% | +8.7% | +24.6% | +31.4% |
| YTD | +59.0% | +6.4% | +52.6% | +56.8% |
| 1Y | +69.2% | -8.4% | +77.6% | +70.3% |
| 3Y | +124.1% | +61.8% | +62.3% | +104.4% |
| 5Y | +77.9% | +108.7% | -30.9% | +53.9% |
| All | +56.1% | +231.8% | -175.7% | +36.3% |
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