-7.2%
PEG vs REPL
+175.2%
-182.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.6% | -5.0% | -0.5% |
| 7D | +2.6% | +12.7% | -10.2% | +2.6% |
| 30D | +3.3% | +73.5% | -70.2% | +3.4% |
| 3M | +1.1% | +70.3% | -69.2% | +1.2% |
| 6M | -1.4% | +472.0% | -473.4% | -1.8% |
| YTD | -4.6% | +139.5% | -144.1% | -5.8% |
| 1Y | -7.2% | +167.3% | -174.5% | -10.1% |
| All | -7.2% | +175.2% | -182.4% | -10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling