-21.5%
PFE vs REPL
-35.6%
+14.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.0% | -9.6% | -1.7% |
| 7D | -3.7% | +22.8% | -26.5% | -3.8% |
| 30D | +5.0% | +63.8% | -58.8% | +4.6% |
| 3M | +12.2% | +68.1% | -55.9% | +11.7% |
| 6M | +14.6% | +528.5% | -513.9% | +12.0% |
| YTD | +24.1% | +122.4% | -98.3% | +22.2% |
| 1Y | +26.6% | +154.4% | -127.8% | +24.3% |
| 3Y | +14.3% | +68.0% | -53.7% | +7.3% |
| All | -21.5% | -35.6% | +14.2% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling