+251.9%
PAAS vs REPL
-6.0%
+257.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.3% |
| 7D | -2.9% | -3.0% | +0.1% | -2.8% |
| 30D | +6.8% | +27.1% | -20.3% | +5.6% |
| 3M | -2.9% | +52.4% | -55.3% | -6.4% |
| 6M | -16.4% | +107.4% | -123.9% | -24.1% |
| YTD | 0.0% | +54.7% | -54.7% | -8.0% |
| 1Y | +54.3% | +158.9% | -104.5% | +35.6% |
| 3Y | +230.7% | -23.7% | +254.4% | +180.9% |
| 5Y | +111.6% | -54.3% | +166.0% | +82.3% |
| All | +251.9% | -6.0% | +257.9% | +178.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling