+245.0%
PAAS vs REPL
-19.2%
+264.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.5% |
| 7D | -1.9% | -14.1% | +12.1% | -1.4% |
| 30D | -3.6% | -15.2% | +11.7% | -3.0% |
| 3M | +8.6% | +49.9% | -41.3% | +4.6% |
| 6M | -16.7% | +63.5% | -80.2% | -23.5% |
| YTD | -1.9% | +32.9% | -34.8% | -9.2% |
| 1Y | +38.0% | +115.0% | -77.0% | +22.2% |
| 3Y | +234.9% | -34.7% | +269.6% | +186.4% |
| 5Y | +119.5% | -59.7% | +179.1% | +89.9% |
| All | +245.0% | -19.2% | +264.3% | +174.4% |
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