+240.3%
PCAR vs REPL
+25.1%
+215.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.7% | -1.5% |
| 7D | +2.2% | +15.1% | -13.0% | +1.9% |
| 30D | -4.4% | +51.1% | -55.5% | -5.2% |
| 3M | -21.4% | +69.2% | -90.7% | -22.4% |
| 6M | -7.3% | +597.6% | -604.9% | -13.5% |
| YTD | -3.8% | +106.0% | -109.7% | -8.4% |
| 1Y | +6.3% | +133.3% | -127.0% | +0.6% |
| 3Y | +34.4% | +41.0% | -6.6% | +17.1% |
| 5Y | +109.2% | -40.1% | +149.4% | +90.5% |
| All | +240.3% | +25.1% | +215.2% | +171.0% |
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