+27.6%
PH vs REPL
+142.1%
-114.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.7% |
| 7D | +0.4% | -5.7% | +6.1% | +0.4% |
| 30D | -10.8% | +22.5% | -33.3% | -10.8% |
| 3M | +8.5% | +64.7% | -56.2% | +8.5% |
| 6M | +3.9% | +83.0% | -79.1% | +5.0% |
| YTD | +9.4% | +52.0% | -42.5% | +10.6% |
| All | +27.6% | +142.1% | -114.5% | +28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling