+559.6%
PH vs REPL
+39.1%
+520.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.0% | +1.3% | +4.1% |
| 7D | +3.0% | +14.2% | -11.2% | +2.5% |
| 30D | -0.6% | +65.9% | -66.5% | -2.8% |
| 3M | -10.7% | +84.6% | -95.3% | -13.2% |
| 6M | +9.1% | +446.9% | -437.9% | -2.4% |
| YTD | +9.5% | +129.0% | -119.5% | -0.9% |
| 1Y | +14.0% | +167.9% | -153.8% | +2.2% |
| 3Y | +138.9% | +93.9% | +45.0% | +82.0% |
| 5Y | +209.1% | -33.0% | +242.1% | +160.1% |
| All | +559.6% | +39.1% | +520.4% | +307.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling