+549.7%
PBR vs REPL
-9.7%
+559.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.6% | +0.6% |
| 7D | +0.3% | -9.6% | +9.9% | +0.7% |
| 30D | +17.5% | +5.7% | +11.8% | +17.2% |
| 3M | +20.9% | +56.4% | -35.5% | +16.9% |
| 6M | +20.2% | +67.4% | -47.2% | +11.9% |
| YTD | +84.3% | +48.7% | +35.6% | +72.1% |
| 1Y | +77.1% | +148.3% | -71.2% | +56.3% |
| 3Y | +100.8% | -26.7% | +127.5% | +71.1% |
| 5Y | +556.1% | -54.1% | +610.3% | +471.9% |
| All | +549.7% | -9.7% | +559.4% | +330.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling