-23.8%
PFE vs REPL
-35.0%
+11.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -1.7% | +1.2% | -3.0% | -1.7% |
| 30D | +0.3% | +92.2% | -91.8% | -0.1% |
| 3M | +9.4% | +44.1% | -34.7% | +9.0% |
| 6M | +14.9% | +313.0% | -298.1% | +12.9% |
| YTD | +23.8% | +125.2% | -101.4% | +21.9% |
| 1Y | +19.5% | +143.8% | -124.2% | +17.5% |
| 3Y | +21.0% | +104.2% | -83.2% | +12.5% |
| All | -23.8% | -35.0% | +11.2% | -36.8% |
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