+9.3%
PCG vs REPL
-35.0%
+44.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.2% |
| 7D | +2.2% | +1.2% | +0.9% | +2.1% |
| 30D | +0.8% | +92.2% | -91.4% | +0.1% |
| 3M | -23.8% | +44.1% | -67.9% | -24.1% |
| 6M | -19.6% | +313.0% | -332.6% | -21.5% |
| YTD | -16.7% | +125.2% | -141.9% | -18.8% |
| 1Y | -19.4% | +143.8% | -163.1% | -21.5% |
| 3Y | -18.3% | +104.2% | -122.5% | -26.0% |
| All | +9.3% | -35.0% | +44.3% | +4.4% |
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