+21.1%
PFE vs REPL
+136.7%
-115.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -2.3% |
| 7D | -2.7% | -5.7% | +3.1% | -2.7% |
| 30D | +3.8% | +22.5% | -18.6% | +3.9% |
| 3M | +10.4% | +64.7% | -54.3% | +10.7% |
| 6M | +6.3% | +83.0% | -76.8% | +7.4% |
| YTD | +17.4% | +52.0% | -34.6% | +18.7% |
| 1Y | +21.1% | +144.5% | -123.4% | +21.8% |
| All | +21.1% | +136.7% | -115.6% | +21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling