+81.6%
PPL vs REPL
+35.1%
+46.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.0% | -8.5% | -0.7% |
| 7D | +0.4% | +22.8% | -22.4% | 0.0% |
| 30D | +5.4% | +63.8% | -58.3% | +4.3% |
| 3M | +4.3% | +68.1% | -63.8% | +3.0% |
| 6M | -1.3% | +528.5% | -529.8% | -7.6% |
| YTD | +4.7% | +122.4% | -117.7% | -0.7% |
| 1Y | +1.3% | +154.4% | -153.1% | -4.4% |
| 3Y | +57.2% | +68.0% | -10.8% | +36.1% |
| 5Y | +48.2% | -35.4% | +83.6% | +35.1% |
| All | +81.6% | +35.1% | +46.5% | +38.6% |
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