+112.6%
PCAR vs REPL
-29.4%
+142.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.6% | -4.7% | -0.2% |
| 7D | +3.5% | +12.7% | -9.3% | +3.4% |
| 30D | -2.3% | +73.5% | -75.8% | -2.4% |
| 3M | -19.3% | +70.3% | -89.6% | -19.5% |
| 6M | -7.1% | +472.0% | -479.1% | -8.5% |
| YTD | -2.8% | +139.5% | -142.3% | -3.9% |
| 1Y | +9.3% | +167.3% | -158.0% | +7.8% |
| 3Y | +33.5% | +109.5% | -76.0% | +23.4% |
| 5Y | +112.6% | -29.9% | +142.6% | +104.1% |
| All | +112.6% | -29.4% | +142.1% | +104.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling