+84.9%
PEG vs REPL
-9.7%
+94.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -2.2% |
| 7D | -1.0% | -9.6% | +8.6% | -0.8% |
| 30D | -2.6% | +5.7% | -8.3% | -2.7% |
| 3M | -7.6% | +56.4% | -64.0% | -9.0% |
| 6M | -12.2% | +67.4% | -79.6% | -15.3% |
| YTD | -8.1% | +48.7% | -56.7% | -11.2% |
| 1Y | -7.0% | +148.3% | -155.3% | -12.4% |
| 3Y | +30.6% | -26.7% | +57.3% | +20.9% |
| 5Y | +34.4% | -54.1% | +88.5% | +25.5% |
| All | +84.9% | -9.7% | +94.6% | +53.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling