+178.1%
PAAS vs REPL
+25.1%
+153.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -2.1% |
| 7D | -0.4% | +15.1% | -15.5% | -1.0% |
| 30D | -11.6% | +51.1% | -62.7% | -13.3% |
| 3M | -15.6% | +69.2% | -84.8% | -17.7% |
| 6M | -19.1% | +597.6% | -616.7% | -28.7% |
| YTD | -20.9% | +106.0% | -126.9% | -28.3% |
| 1Y | +21.3% | +133.3% | -112.0% | +9.3% |
| 3Y | +177.4% | +41.0% | +136.4% | +126.2% |
| 5Y | +71.3% | -40.1% | +111.5% | +45.9% |
| All | +178.1% | +25.1% | +153.0% | +116.8% |
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 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