+13.2%
PCAR vs REPL
+144.6%
-131.4%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +4.9% | +1.2% | +3.7% | +5.0% |
| 30D | -1.4% | +92.2% | -93.6% | -0.3% |
| 3M | -18.1% | +44.1% | -62.2% | -17.5% |
| 6M | -4.0% | +313.0% | -317.0% | -0.8% |
| YTD | -1.5% | +125.2% | -126.7% | +0.4% |
| 1Y | +13.2% | +143.8% | -130.6% | +15.2% |
| All | +13.2% | +144.6% | -131.4% | +15.2% |
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 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