+59.3%
PEP vs REPL
+25.1%
+34.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.2% |
| 7D | +6.7% | +15.1% | -8.5% | +6.5% |
| 30D | +13.5% | +51.1% | -37.6% | +12.9% |
| 3M | +3.9% | +69.2% | -65.3% | +3.1% |
| 6M | -6.0% | +597.6% | -603.6% | -10.2% |
| YTD | +2.5% | +106.0% | -103.5% | -0.9% |
| 1Y | +3.9% | +133.3% | -129.4% | +0.3% |
| 3Y | -4.7% | +41.0% | -45.6% | -12.7% |
| 5Y | +1.1% | -40.1% | +41.3% | -4.3% |
| All | +59.3% | +25.1% | +34.1% | +27.6% |
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