+532.8%
PH vs REPL
+35.1%
+497.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.0% | -5.1% | +2.5% |
| 7D | +2.0% | +22.8% | -20.8% | +1.1% |
| 30D | -3.7% | +63.8% | -67.5% | -5.8% |
| 3M | -14.0% | +68.1% | -82.2% | -16.1% |
| 6M | +2.1% | +528.5% | -526.4% | -9.4% |
| YTD | +5.1% | +122.4% | -117.4% | -4.8% |
| 1Y | +10.9% | +154.4% | -143.4% | -0.3% |
| 3Y | +132.9% | +68.0% | +65.0% | +80.1% |
| 5Y | +200.1% | -35.4% | +235.4% | +153.1% |
| All | +532.8% | +35.1% | +497.7% | +291.3% |
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