+253.6%
PH vs REPL
-54.3%
+307.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.6% |
| 3M | +10.6% | +52.4% | -41.8% | +9.1% |
| 6M | -2.1% | +107.4% | -109.6% | -5.3% |
| YTD | +10.2% | +54.7% | -44.5% | +7.3% |
| 1Y | +28.2% | +158.9% | -130.6% | +21.5% |
| 3Y | +134.9% | -23.7% | +158.6% | +122.7% |
| All | +253.6% | -54.3% | +307.9% | +240.1% |
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