+92.3%
PEG vs REPL
+37.4%
+54.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.7% |
| 7D | +2.3% | +9.8% | -7.5% | +2.2% |
| 30D | +6.1% | +81.5% | -75.4% | +5.0% |
| 3M | -0.5% | +44.2% | -44.7% | -1.2% |
| 6M | -3.2% | +437.4% | -440.6% | -7.6% |
| YTD | -4.4% | +126.1% | -130.6% | -8.4% |
| 1Y | -7.4% | +143.1% | -150.5% | -11.4% |
| 3Y | +33.9% | +97.8% | -63.9% | +19.4% |
| 5Y | +42.3% | -34.3% | +76.6% | +32.5% |
| All | +92.3% | +37.4% | +54.9% | +58.6% |
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