+127.8%
PG vs REPL
-7.7%
+135.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.6% |
| 7D | -0.4% | -5.7% | +5.3% | -0.4% |
| 30D | -0.1% | +22.5% | -22.6% | -0.4% |
| 3M | +1.1% | +64.7% | -63.6% | -0.2% |
| 6M | -3.8% | +83.0% | -86.8% | -6.6% |
| YTD | +3.8% | +52.0% | -48.1% | +1.1% |
| 1Y | -5.8% | +144.5% | -150.3% | -10.0% |
| 3Y | +3.0% | -25.1% | +28.1% | -2.8% |
| 5Y | +14.5% | -52.9% | +67.3% | +8.6% |
| All | +127.8% | -7.7% | +135.5% | +91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling