+87.7%
PEG vs REPL
-6.0%
+93.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | -0.1% |
| 7D | +0.7% | -3.0% | +3.7% | +0.7% |
| 30D | -2.4% | +27.1% | -29.6% | -2.9% |
| 3M | -4.8% | +52.4% | -57.2% | -6.1% |
| 6M | -10.7% | +107.4% | -118.1% | -14.3% |
| YTD | -6.7% | +54.7% | -61.4% | -9.9% |
| 1Y | -6.8% | +158.9% | -165.7% | -12.3% |
| 3Y | +34.5% | -23.7% | +58.2% | +24.5% |
| 5Y | +35.8% | -54.3% | +90.1% | +27.1% |
| All | +87.7% | -6.0% | +93.7% | +56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling