+69.1%
PBR vs REPL
+100.5%
-31.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.6% | -5.0% | -0.4% |
| 7D | -13.3% | +12.7% | -26.0% | -13.3% |
| 30D | -27.7% | +73.5% | -101.2% | -27.8% |
| 3M | +2.7% | +70.3% | -67.6% | +2.6% |
| 6M | -6.7% | +472.0% | -478.7% | -7.7% |
| YTD | +60.9% | +139.5% | -78.6% | +60.5% |
| 1Y | +46.6% | +167.3% | -120.7% | +45.9% |
| 3Y | +69.1% | +109.5% | -40.5% | +61.5% |
| All | +69.1% | +100.5% | -31.5% | +61.5% |
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 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