-19.1%
PCG vs REPL
+175.2%
-194.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.6% | -3.9% | +0.7% |
| 7D | -0.5% | +12.7% | -13.2% | -0.4% |
| 30D | +0.8% | +73.5% | -72.7% | +1.0% |
| 3M | -22.0% | +70.3% | -92.3% | -21.8% |
| 6M | -17.1% | +472.0% | -489.1% | -16.4% |
| YTD | -16.9% | +139.5% | -156.4% | -19.0% |
| 1Y | -19.1% | +167.3% | -186.3% | -21.7% |
| All | -19.1% | +175.2% | -194.2% | -21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling