+461.8%
PBR vs REPL
+37.4%
+424.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.5% |
| 7D | -3.7% | +9.8% | -13.5% | -4.0% |
| 30D | -29.0% | +81.5% | -110.5% | -30.6% |
| 3M | +4.9% | +44.2% | -39.3% | +3.3% |
| 6M | -8.4% | +437.4% | -445.8% | -16.9% |
| YTD | +59.4% | +126.1% | -66.8% | +46.4% |
| 1Y | +45.5% | +143.1% | -97.7% | +33.1% |
| 3Y | +67.4% | +97.8% | -30.5% | +31.7% |
| 5Y | +453.0% | -34.3% | +487.3% | +378.9% |
| All | +461.8% | +37.4% | +424.5% | +266.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling