+21.5%
PFE vs REPL
+39.1%
-17.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -0.6% |
| 7D | -4.7% | +14.2% | -18.9% | -4.9% |
| 30D | +3.4% | +65.9% | -62.5% | +2.3% |
| 3M | +9.2% | +84.6% | -75.3% | +7.8% |
| 6M | +15.8% | +446.9% | -431.1% | +9.8% |
| YTD | +23.4% | +129.0% | -105.6% | +17.8% |
| 1Y | +25.8% | +167.9% | -142.0% | +19.5% |
| 3Y | +17.8% | +93.9% | -76.1% | +3.4% |
| 5Y | -20.2% | -33.0% | +12.8% | -26.7% |
| All | +21.5% | +39.1% | -17.6% | -3.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling