+54.5%
PCG vs REPL
-54.3%
+108.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.1% | +2.5% |
| 7D | -13.9% | -3.0% | -10.9% | -13.8% |
| 30D | -16.9% | +27.1% | -44.0% | -17.1% |
| 3M | -14.7% | +52.4% | -67.1% | -15.3% |
| 6M | -23.8% | +107.4% | -131.3% | -25.8% |
| YTD | -10.5% | +54.7% | -65.2% | -12.4% |
| 1Y | -5.1% | +158.9% | -164.0% | -9.1% |
| 3Y | -11.6% | -23.7% | +12.1% | -15.6% |
| All | +54.5% | -54.3% | +108.8% | +54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling