+175.4%
RPRX vs PFGC
+84.6%
+90.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | +4.6% | +15.0% | -10.4% | +3.0% |
| 30D | +22.0% | +17.0% | +5.0% | +20.0% |
| 3M | +20.3% | -2.5% | +22.7% | +20.2% |
| 6M | +37.9% | +19.2% | +18.7% | +35.1% |
| YTD | +82.2% | +23.4% | +58.8% | +77.5% |
| 1Y | +83.7% | +13.9% | +69.8% | +80.2% |
| 3Y | +175.4% | +82.0% | +93.4% | +142.3% |
| All | +175.4% | +84.6% | +90.8% | +142.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling