+86.6%
PEG vs REPL
-9.7%
+96.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.8% | -1.3% |
| 7D | -0.1% | -9.6% | +9.5% | +0.1% |
| 30D | -1.7% | +5.7% | -7.4% | -1.9% |
| 3M | -6.8% | +56.4% | -63.2% | -8.2% |
| 6M | -11.4% | +67.4% | -78.8% | -14.5% |
| YTD | -7.2% | +48.7% | -55.9% | -10.4% |
| 1Y | -6.1% | +148.3% | -154.4% | -11.6% |
| 3Y | +31.8% | -26.7% | +58.5% | +22.0% |
| 5Y | +35.6% | -54.1% | +89.7% | +26.7% |
| All | +86.6% | -9.7% | +96.3% | +55.1% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling