+14.3%
PFE vs REPL
+48.4%
-34.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.0% | -9.6% | -1.6% |
| 7D | -3.7% | +22.8% | -26.5% | -3.7% |
| 30D | +5.0% | +63.8% | -58.8% | +4.9% |
| 3M | +12.2% | +68.1% | -55.9% | +12.1% |
| 6M | +14.6% | +528.5% | -513.9% | +14.0% |
| YTD | +24.1% | +122.4% | -98.3% | +23.9% |
| 1Y | +26.6% | +154.4% | -127.8% | +26.3% |
| 3Y | +14.3% | +68.0% | -53.7% | +10.1% |
| All | +14.3% | +48.4% | -34.1% | +10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling