-68.0%
PCG vs REPL
+35.1%
-103.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +8.0% | -10.0% | -2.2% |
| 7D | -1.6% | +22.8% | -24.4% | -2.2% |
| 30D | +1.4% | +63.8% | -62.4% | -0.2% |
| 3M | -23.4% | +68.1% | -91.5% | -24.7% |
| 6M | -19.4% | +528.5% | -547.9% | -26.3% |
| YTD | -18.5% | +122.4% | -140.9% | -24.2% |
| 1Y | -19.5% | +154.4% | -173.9% | -25.7% |
| 3Y | -21.0% | +68.0% | -89.0% | -34.7% |
| 5Y | +13.7% | -35.4% | +49.1% | +0.3% |
| All | -68.0% | +35.1% | -103.1% | -75.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling