+12.8%
PG vs REPL
-58.5%
+71.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.4% | +8.6% | +0.3% |
| 7D | -2.7% | -13.4% | +10.7% | -2.6% |
| 30D | -1.5% | -3.0% | +1.5% | -1.5% |
| 3M | -3.4% | +56.3% | -59.7% | -3.7% |
| 6M | -7.0% | +60.9% | -67.9% | -7.7% |
| YTD | +2.0% | +36.2% | -34.2% | +1.2% |
| 1Y | -6.5% | +121.0% | -127.5% | -7.7% |
| 3Y | +1.2% | -32.8% | +34.0% | +0.2% |
| 5Y | +12.8% | -58.7% | +71.4% | +8.5% |
| All | +12.8% | -58.5% | +71.2% | +8.5% |
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