-68.0%
PCG vs REPL
+37.4%
-105.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.0% |
| 7D | -2.0% | +9.8% | -11.8% | -2.2% |
| 30D | -2.7% | +81.5% | -84.2% | -4.5% |
| 3M | -25.1% | +44.2% | -69.3% | -26.0% |
| 6M | -22.3% | +437.4% | -459.7% | -28.4% |
| YTD | -18.5% | +126.1% | -144.6% | -24.3% |
| 1Y | -21.8% | +143.1% | -165.0% | -27.6% |
| 3Y | -21.0% | +97.8% | -118.9% | -35.6% |
| 5Y | +8.1% | -34.3% | +42.4% | -4.8% |
| All | -68.0% | +37.4% | -105.4% | -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