+24.2%
PFE vs REPL
+36.1%
-11.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.4% | +6.7% | +0.4% |
| 7D | -3.0% | +5.3% | -8.2% | -3.1% |
| 30D | +5.2% | +66.6% | -61.4% | +4.1% |
| 3M | +12.2% | +59.6% | -47.3% | +11.1% |
| 6M | +17.8% | +482.4% | -464.6% | +11.4% |
| YTD | +26.2% | +124.1% | -97.9% | +20.5% |
| 1Y | +23.2% | +138.6% | -115.4% | +17.4% |
| 3Y | +21.3% | +96.0% | -74.8% | +6.2% |
| 5Y | -23.1% | -35.4% | +12.3% | -29.2% |
| All | +24.2% | +36.1% | -11.9% | -0.8% |
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