+48.1%
PAAS vs REPL
-35.0%
+83.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -8.9% | +1.2% | -10.2% | -9.0% |
| 30D | -11.4% | +92.2% | -103.6% | -13.5% |
| 3M | -20.4% | +44.1% | -64.6% | -21.7% |
| 6M | -40.7% | +313.0% | -353.7% | -45.4% |
| YTD | -26.9% | +125.2% | -152.1% | -33.0% |
| 1Y | -3.1% | +143.8% | -146.8% | -11.4% |
| 3Y | +199.3% | +104.2% | +95.1% | +138.7% |
| All | +48.1% | -35.0% | +83.1% | +24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling