+13.4%
PCAR vs REPL
+147.5%
-134.1%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.4% | +8.9% | +2.3% |
| 7D | +2.2% | +5.3% | -3.1% | +2.3% |
| 30D | +0.3% | +66.6% | -66.3% | +1.3% |
| 3M | -17.9% | +59.6% | -77.5% | -17.2% |
| 6M | -3.4% | +482.4% | -485.8% | 0.0% |
| YTD | -0.1% | +124.1% | -124.2% | +1.8% |
| 1Y | +13.4% | +138.6% | -125.1% | +14.8% |
| All | +13.4% | +147.5% | -134.1% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling