-3.4%
PEP vs REPL
+97.7%
-101.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.2% |
| 7D | +2.9% | +1.2% | +1.7% | +2.9% |
| 30D | +12.5% | +92.2% | -79.7% | +12.9% |
| 3M | +4.5% | +44.1% | -39.6% | +4.8% |
| 6M | -0.5% | +313.0% | -313.5% | +0.5% |
| YTD | +4.4% | +125.2% | -120.8% | +5.4% |
| 1Y | +4.4% | +143.8% | -139.4% | +5.3% |
| 3Y | -3.4% | +104.2% | -107.6% | -2.7% |
| All | -3.4% | +97.7% | -101.1% | -2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling