+2.9%
PEP vs REPL
-35.3%
+38.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.2% |
| 7D | -0.3% | +9.8% | -10.1% | -0.3% |
| 30D | +11.8% | +81.5% | -69.8% | +11.9% |
| 3M | +3.7% | +44.2% | -40.6% | +3.7% |
| 6M | -4.3% | +437.4% | -441.7% | -4.3% |
| YTD | +2.1% | +126.1% | -124.0% | +2.2% |
| 1Y | +2.5% | +143.1% | -140.6% | +2.6% |
| 3Y | -5.0% | +97.8% | -102.9% | -6.8% |
| 5Y | +2.9% | -34.3% | +37.1% | +0.6% |
| All | +2.9% | -35.3% | +38.1% | +0.6% |
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