+172.3%
PCAR vs REPL
-54.3%
+226.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.2% |
| 7D | -0.5% | -3.0% | +2.5% | -0.5% |
| 30D | -6.2% | +27.1% | -33.4% | -6.3% |
| 3M | +5.9% | +52.4% | -46.5% | +5.6% |
| 6M | +0.4% | +107.4% | -107.0% | -1.1% |
| YTD | +14.8% | +54.7% | -39.9% | +13.6% |
| 1Y | +30.1% | +158.9% | -128.8% | +26.3% |
| 3Y | +66.7% | -23.7% | +90.4% | +61.6% |
| All | +172.3% | -54.3% | +226.6% | +162.7% |
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