+469.3%
PBR vs REPL
+36.8%
+432.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | -1.0% | +1.2% | -2.3% | -1.1% |
| 30D | -29.3% | +92.2% | -121.5% | -31.0% |
| 3M | +5.5% | +44.1% | -38.6% | +3.9% |
| 6M | -2.9% | +313.0% | -315.9% | -10.6% |
| YTD | +61.5% | +125.2% | -63.7% | +48.4% |
| 1Y | +46.9% | +143.8% | -96.9% | +34.3% |
| 3Y | +66.4% | +104.2% | -37.8% | +30.5% |
| 5Y | +460.3% | -34.5% | +494.9% | +385.4% |
| All | +469.3% | +36.8% | +432.5% | +271.4% |
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