+63.2%
PAAS vs REPL
-29.4%
+92.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.6% | -10.4% | -6.0% |
| 7D | +4.2% | +12.7% | -8.6% | +3.7% |
| 30D | -13.8% | +73.5% | -87.3% | -15.6% |
| 3M | -22.7% | +70.3% | -93.0% | -24.3% |
| 6M | -32.1% | +472.0% | -504.1% | -38.4% |
| YTD | -22.3% | +139.5% | -161.8% | -28.9% |
| 1Y | +7.7% | +167.3% | -159.6% | -1.9% |
| 3Y | +214.0% | +109.5% | +104.5% | +151.1% |
| 5Y | +63.2% | -29.9% | +93.1% | +39.2% |
| All | +63.2% | -29.4% | +92.6% | +39.2% |
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