+14.3%
PAAS vs REPL
+163.1%
-148.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.0% | -0.1% | +2.8% |
| 7D | +8.8% | +14.2% | -5.4% | +8.5% |
| 30D | -8.5% | +65.9% | -74.3% | -9.7% |
| 3M | -17.0% | +84.6% | -101.6% | -18.5% |
| 6M | -27.9% | +446.9% | -474.8% | -33.5% |
| YTD | -17.5% | +129.0% | -146.5% | -22.0% |
| All | +14.3% | +163.1% | -148.8% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling