+306.1%
PCAR vs REPL
-6.0%
+312.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.7% |
| 3M | +5.9% | +52.4% | -46.5% | +4.0% |
| 6M | +0.4% | +107.4% | -107.0% | -4.7% |
| YTD | +14.8% | +54.7% | -39.9% | +10.0% |
| 1Y | +30.1% | +158.9% | -128.8% | +20.1% |
| 3Y | +66.7% | -23.7% | +90.4% | +50.0% |
| 5Y | +166.1% | -54.3% | +220.5% | +143.4% |
| All | +306.1% | -6.0% | +312.1% | +225.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling