+69.6%
PBR vs REPL
+161.1%
-91.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.9% |
| 7D | +8.6% | -3.0% | +11.5% | +8.6% |
| 30D | +12.8% | +27.1% | -14.3% | +12.8% |
| 3M | +14.7% | +52.4% | -37.7% | +14.6% |
| 6M | +25.2% | +107.4% | -82.3% | +27.8% |
| YTD | +77.1% | +54.7% | +22.4% | +81.5% |
| 1Y | +69.6% | +158.9% | -89.3% | +71.6% |
| All | +69.6% | +161.1% | -91.5% | +71.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling