+55.7%
PPL vs REPL
+100.5%
-44.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.6% | -4.5% | +0.1% |
| 7D | 0.0% | +12.7% | -12.7% | +0.1% |
| 30D | +4.3% | +73.5% | -69.2% | +4.4% |
| 3M | +2.9% | +70.3% | -67.4% | +3.1% |
| 6M | +1.1% | +472.0% | -470.9% | +1.3% |
| YTD | +4.5% | +139.5% | -135.1% | +4.8% |
| 1Y | +0.1% | +167.3% | -167.2% | +0.4% |
| 3Y | +55.7% | +109.5% | -53.8% | +52.9% |
| All | +55.7% | +100.5% | -44.8% | +52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling