+29.7%
PM vs REPL
+175.2%
-145.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.6% | -4.0% | +0.6% |
| 7D | -6.6% | +12.7% | -19.4% | -6.5% |
| 30D | -3.4% | +73.5% | -76.9% | -3.0% |
| 3M | +5.3% | +70.3% | -65.0% | +5.8% |
| 6M | +15.5% | +472.0% | -456.5% | +15.7% |
| YTD | +24.3% | +139.5% | -115.3% | +20.3% |
| 1Y | +29.7% | +167.3% | -137.6% | +26.5% |
| All | +29.7% | +175.2% | -145.5% | +26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling