+70.8%
PAAS vs REPL
-35.6%
+106.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.0% | -6.5% | +1.2% |
| 7D | +8.4% | +22.8% | -14.4% | +7.6% |
| 30D | -7.2% | +63.8% | -71.0% | -8.9% |
| 3M | -14.0% | +68.1% | -82.1% | -15.8% |
| 6M | -26.8% | +528.5% | -555.2% | -33.9% |
| YTD | -19.8% | +122.4% | -142.2% | -26.4% |
| 1Y | +22.8% | +154.4% | -131.5% | +12.1% |
| 3Y | +183.6% | +68.0% | +115.7% | +132.1% |
| All | +70.8% | -35.6% | +106.4% | +45.6% |
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