+567.7%
PBR vs REPL
-53.9%
+621.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +3.5% |
| 7D | +2.5% | -5.7% | +8.2% | +2.5% |
| 30D | +19.4% | +22.5% | -3.1% | +19.2% |
| 3M | +20.8% | +64.7% | -43.9% | +19.9% |
| 6M | +23.5% | +83.0% | -59.5% | +22.2% |
| YTD | +83.4% | +52.0% | +31.4% | +81.9% |
| 1Y | +77.6% | +144.5% | -67.0% | +73.1% |
| 3Y | +99.9% | -25.1% | +124.9% | +93.2% |
| 5Y | +567.7% | -52.9% | +620.6% | +570.8% |
| All | +567.7% | -53.9% | +621.6% | +570.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling