+53.6%
PEP vs REPL
-6.0%
+59.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.6% |
| 7D | -1.4% | -3.0% | +1.6% | -1.4% |
| 30D | +0.2% | +27.1% | -26.9% | -0.1% |
| 3M | -1.1% | +52.4% | -53.5% | -2.3% |
| 6M | -13.5% | +107.4% | -120.9% | -16.4% |
| YTD | -1.2% | +54.7% | -55.9% | -4.0% |
| 1Y | -1.6% | +158.9% | -160.4% | -6.5% |
| 3Y | -12.5% | -23.7% | +11.2% | -18.0% |
| 5Y | +3.0% | -54.3% | +57.4% | -2.3% |
| All | +53.6% | -6.0% | +59.6% | +23.6% |
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 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