+38.1%
PEG vs REPL
-35.6%
+73.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.0% | -8.7% | -0.7% |
| 7D | -2.3% | +22.8% | -25.0% | -2.4% |
| 30D | +1.2% | +63.8% | -62.6% | +0.9% |
| 3M | -2.4% | +68.1% | -70.5% | -2.7% |
| 6M | -6.9% | +528.5% | -535.3% | -8.6% |
| YTD | -7.2% | +122.4% | -129.6% | -8.7% |
| 1Y | -8.9% | +154.4% | -163.2% | -10.4% |
| 3Y | +27.1% | +68.0% | -40.9% | +21.1% |
| All | +38.1% | -35.6% | +73.8% | +34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling