+253.6%
PM vs REPL
+35.1%
+218.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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 | +5.2% | +68.1% | -62.9% | +4.0% |
| 6M | +17.0% | +528.5% | -511.5% | +9.7% |
| YTD | +25.5% | +122.4% | -96.9% | +18.9% |
| 1Y | +35.5% | +154.4% | -118.8% | +27.8% |
| 3Y | +143.9% | +68.0% | +75.9% | +116.5% |
| 5Y | +161.8% | -35.4% | +197.2% | +140.4% |
| All | +253.6% | +35.1% | +218.4% | +185.3% |
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