+190.3%
PAAS vs REPL
+39.1%
+151.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.0% | -0.1% | +2.8% |
| 7D | +8.8% | +14.2% | -5.4% | +8.2% |
| 30D | -8.5% | +65.9% | -74.3% | -10.5% |
| 3M | -17.0% | +84.6% | -101.6% | -19.3% |
| 6M | -27.9% | +446.9% | -474.8% | -35.6% |
| YTD | -17.5% | +129.0% | -146.5% | -25.4% |
| 1Y | +22.8% | +167.9% | -145.0% | +10.1% |
| 3Y | +224.2% | +93.9% | +130.3% | +158.7% |
| 5Y | +73.6% | -33.0% | +106.6% | +47.1% |
| All | +190.3% | +39.1% | +151.2% | +125.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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