+93.0%
PBR vs REPL
-23.3%
+116.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +12.6% |
| 3M | +14.7% | +52.4% | -37.7% | +14.0% |
| 6M | +25.2% | +107.4% | -82.3% | +24.3% |
| YTD | +77.1% | +54.7% | +22.4% | +76.6% |
| 1Y | +69.6% | +158.9% | -89.3% | +66.4% |
| All | +93.0% | -23.3% | +116.3% | +93.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling