+253.8%
PM vs REPL
+36.1%
+217.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.4% | +7.5% | +1.2% |
| 7D | -7.1% | +5.3% | -12.3% | -7.2% |
| 30D | -2.8% | +66.6% | -69.4% | -3.9% |
| 3M | +6.3% | +59.6% | -53.2% | +5.2% |
| 6M | +9.6% | +482.4% | -472.7% | +3.1% |
| YTD | +25.6% | +124.1% | -98.5% | +19.0% |
| 1Y | +29.7% | +138.6% | -108.9% | +22.5% |
| 3Y | +147.6% | +96.0% | +51.5% | +118.3% |
| 5Y | +160.1% | -35.4% | +195.5% | +138.8% |
| All | +253.8% | +36.1% | +217.7% | +185.5% |
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 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