+49.1%
PPL vs REPL
-40.1%
+89.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +0.8% |
| 7D | +1.0% | +15.1% | -14.1% | +1.0% |
| 30D | +6.8% | +51.1% | -44.3% | +6.6% |
| 3M | +3.9% | +69.2% | -65.4% | +3.6% |
| 6M | -2.0% | +597.6% | -599.6% | -3.8% |
| YTD | +5.3% | +106.0% | -100.7% | +4.1% |
| 1Y | +2.2% | +133.3% | -131.1% | +0.8% |
| 3Y | +56.7% | +41.0% | +15.7% | +49.6% |
| 5Y | +49.1% | -40.1% | +89.2% | +41.9% |
| All | +49.1% | -40.1% | +89.1% | +41.9% |
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 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