+35.7%
PEG vs REPL
-53.9%
+89.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.7% |
| 7D | +1.0% | -5.7% | +6.8% | +1.1% |
| 30D | -1.9% | +22.5% | -24.3% | -2.0% |
| 3M | -3.7% | +64.7% | -68.3% | -4.1% |
| 6M | -9.4% | +83.0% | -92.5% | -10.7% |
| YTD | -6.0% | +52.0% | -57.9% | -7.2% |
| 1Y | -4.4% | +144.5% | -148.9% | -6.5% |
| 3Y | +33.5% | -25.1% | +58.6% | +29.8% |
| 5Y | +35.7% | -52.9% | +88.6% | +28.2% |
| All | +35.7% | -53.9% | +89.6% | +28.2% |
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