-4.4%
PEP vs REPL
+96.7%
-101.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.4% | +6.7% | +0.2% |
| 7D | +1.1% | +5.3% | -4.2% | +1.1% |
| 30D | +13.6% | +66.6% | -53.0% | +14.0% |
| 3M | +5.1% | +59.6% | -54.5% | +5.4% |
| 6M | -1.6% | +482.4% | -484.0% | -0.6% |
| YTD | +3.3% | +124.1% | -120.7% | +4.3% |
| 1Y | +3.2% | +138.6% | -135.3% | +4.2% |
| All | -4.4% | +96.7% | -101.1% | -3.7% |
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