+54.5%
PEP vs REPL
-7.7%
+62.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.6% |
| 7D | +0.1% | -5.7% | +5.8% | +0.2% |
| 30D | +0.7% | +22.5% | -21.8% | +0.4% |
| 3M | -0.5% | +64.7% | -65.2% | -1.8% |
| 6M | -11.3% | +83.0% | -94.3% | -14.0% |
| YTD | -0.6% | +52.0% | -52.6% | -3.4% |
| 1Y | +1.7% | +144.5% | -142.9% | -3.4% |
| 3Y | -12.5% | -25.1% | +12.6% | -18.0% |
| 5Y | +3.9% | -52.9% | +56.8% | -1.8% |
| All | +54.5% | -7.7% | +62.2% | +24.4% |
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