+35.0%
PCAR vs REPL
+37.4%
-2.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.7% | -1.6% |
| 7D | +2.2% | +15.1% | -13.0% | +2.2% |
| 30D | -4.4% | +51.1% | -55.5% | -4.2% |
| 3M | -21.4% | +69.2% | -90.7% | -21.2% |
| 6M | -7.3% | +597.6% | -604.9% | -6.8% |
| YTD | -3.8% | +106.0% | -109.7% | -3.0% |
| 1Y | +6.3% | +133.3% | -127.0% | +7.1% |
| All | +35.0% | +37.4% | -2.4% | +31.6% |
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