-22.9%
PPG vs REPL
-53.9%
+31.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.2% | -2.3% |
| 7D | -3.7% | -9.6% | +5.8% | -3.7% |
| 30D | -7.2% | +5.7% | -12.9% | -7.2% |
| 3M | -7.3% | +56.4% | -63.7% | -7.8% |
| 6M | +0.3% | +67.4% | -67.2% | -1.2% |
| YTD | +6.5% | +48.7% | -42.1% | +5.1% |
| 1Y | +0.5% | +148.3% | -147.7% | -2.3% |
| 3Y | -15.3% | -26.7% | +11.4% | -17.3% |
| 5Y | -22.9% | -54.1% | +31.2% | -27.4% |
| All | -22.9% | -53.9% | +31.0% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling