+141.0%
PH vs REPL
-22.6%
+163.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.2% |
| 7D | -3.1% | -3.0% | -0.1% | -3.0% |
| 30D | -3.2% | +27.1% | -30.4% | -3.4% |
| 3M | +10.6% | +52.4% | -41.8% | +10.0% |
| 6M | -2.1% | +107.4% | -109.6% | -3.0% |
| YTD | +10.2% | +54.7% | -44.5% | +9.5% |
| 1Y | +28.2% | +158.9% | -130.6% | +25.9% |
| All | +141.0% | -22.6% | +163.7% | +135.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling