+18.1%
PPG vs REPL
-19.2%
+37.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.5% |
| 7D | -6.2% | -14.1% | +7.8% | -5.9% |
| 30D | -7.9% | -15.2% | +7.3% | -7.6% |
| 3M | -10.2% | +49.9% | -60.1% | -12.0% |
| 6M | +2.7% | +63.5% | -60.9% | -2.2% |
| YTD | +4.9% | +32.9% | -28.0% | +0.5% |
| 1Y | -3.2% | +115.0% | -118.2% | -10.5% |
| 3Y | -17.0% | -34.7% | +17.7% | -25.3% |
| 5Y | -23.3% | -59.7% | +36.3% | -30.2% |
| All | +18.1% | -19.2% | +37.3% | -9.3% |
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 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