+226.1%
PM vs REPL
-6.0%
+232.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -1.9% |
| 7D | -4.9% | -3.0% | -1.9% | -4.8% |
| 30D | -3.4% | +27.1% | -30.5% | -3.9% |
| 3M | +5.2% | +52.4% | -47.2% | +3.3% |
| 6M | +3.7% | +107.4% | -103.7% | -1.7% |
| YTD | +15.8% | +54.7% | -39.0% | +10.6% |
| 1Y | +17.4% | +158.9% | -141.5% | +8.5% |
| 3Y | +116.9% | -23.7% | +140.7% | +97.8% |
| 5Y | +117.3% | -54.3% | +171.7% | +100.8% |
| All | +226.1% | -6.0% | +232.1% | +165.4% |
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