+37.3%
PCAR vs REPL
+91.4%
-54.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.0% | +0.7% | +3.7% |
| 7D | +2.9% | +14.2% | -11.3% | +3.0% |
| 30D | -2.1% | +65.9% | -68.0% | -1.9% |
| 3M | -20.4% | +84.6% | -104.9% | -20.1% |
| 6M | -7.0% | +446.9% | -453.9% | -6.3% |
| YTD | -2.6% | +129.0% | -131.7% | -1.8% |
| 1Y | +9.8% | +167.9% | -158.1% | +10.6% |
| 3Y | +37.3% | +93.9% | -56.6% | +33.8% |
| All | +37.3% | +91.4% | -54.1% | +33.8% |
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 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