-19.6%
PCG vs REPL
+163.1%
-182.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.6% | +1.3% |
| 7D | -1.1% | +14.2% | -15.3% | -1.0% |
| 30D | +0.1% | +65.9% | -65.8% | +0.3% |
| 3M | -24.4% | +84.6% | -109.0% | -24.2% |
| 6M | -17.7% | +446.9% | -464.6% | -17.0% |
| YTD | -17.4% | +129.0% | -146.4% | -19.5% |
| All | -19.6% | +163.1% | -182.7% | -22.2% |
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