+106.6%
PCAR vs REPL
-35.6%
+142.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +8.0% | -10.4% | -2.4% |
| 7D | +0.1% | +22.8% | -22.7% | 0.0% |
| 30D | -4.6% | +63.8% | -68.4% | -4.7% |
| 3M | -22.6% | +68.1% | -90.7% | -22.7% |
| 6M | -12.0% | +528.5% | -540.5% | -13.5% |
| YTD | -6.1% | +122.4% | -128.5% | -7.1% |
| 1Y | +6.3% | +154.4% | -148.0% | +4.9% |
| 3Y | +31.8% | +68.0% | -36.2% | +23.2% |
| All | +106.6% | -35.6% | +142.2% | +98.4% |
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