+256.6%
PM vs REPL
+35.1%
+221.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +8.0% | -9.8% | -2.0% |
| 7D | -5.2% | +22.8% | -28.0% | -5.6% |
| 30D | +2.7% | +63.8% | -61.1% | +1.6% |
| 3M | +6.1% | +68.1% | -62.0% | +4.9% |
| 6M | +18.0% | +528.5% | -510.5% | +10.6% |
| YTD | +26.6% | +122.4% | -95.9% | +19.9% |
| 1Y | +36.7% | +154.4% | -117.7% | +28.9% |
| 3Y | +146.0% | +68.0% | +78.0% | +118.3% |
| 5Y | +164.1% | -35.4% | +199.5% | +142.4% |
| All | +256.6% | +35.1% | +221.5% | +187.8% |
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