+563.6%
PBR vs REPL
-17.3%
+580.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -8.4% | +10.5% | +2.4% |
| 7D | +4.2% | -13.4% | +17.6% | +4.8% |
| 30D | +22.7% | -3.0% | +25.7% | +22.7% |
| 3M | +21.5% | +56.3% | -34.8% | +17.5% |
| 6M | +24.0% | +60.9% | -36.9% | +15.4% |
| YTD | +88.2% | +36.2% | +52.0% | +76.4% |
| 1Y | +74.8% | +121.0% | -46.2% | +55.0% |
| 3Y | +105.1% | -32.8% | +138.0% | +75.3% |
| 5Y | +572.2% | -58.7% | +630.9% | +489.0% |
| All | +563.6% | -17.3% | +580.9% | +341.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling