-67.4%
PCG vs REPL
+25.1%
-92.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +2.0% | -1.2% |
| 7D | 0.0% | +15.1% | -15.1% | -0.4% |
| 30D | +5.8% | +51.1% | -45.3% | +4.5% |
| 3M | -22.8% | +69.2% | -92.0% | -24.1% |
| 6M | -18.4% | +597.6% | -616.0% | -25.8% |
| YTD | -16.9% | +106.0% | -122.8% | -22.5% |
| 1Y | -17.6% | +133.3% | -151.0% | -23.7% |
| 3Y | -20.0% | +41.0% | -61.0% | -33.0% |
| 5Y | +16.0% | -40.1% | +56.2% | +2.5% |
| All | -67.4% | +25.1% | -92.5% | -75.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling