+139.3%
RPRX vs PFGC
+65.1%
+74.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +5.1% | -2.2% | +7.3% | +5.3% |
| 30D | +11.2% | -11.9% | +23.1% | +12.5% |
| 3M | +16.7% | +5.0% | +11.7% | +15.9% |
| 6M | +36.0% | +8.6% | +27.4% | +34.5% |
| YTD | +67.8% | +9.7% | +58.1% | +65.5% |
| 1Y | +76.7% | -6.3% | +83.0% | +77.3% |
| All | +139.3% | +65.1% | +74.1% | +106.8% |
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