+76.6%
PPL vs REPL
-6.0%
+82.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | +2.7% | -3.0% | +5.6% | +2.7% |
| 30D | +0.5% | +27.1% | -26.7% | -0.1% |
| 3M | +0.7% | +52.4% | -51.7% | -1.2% |
| 6M | -7.6% | +107.4% | -115.0% | -12.3% |
| YTD | +1.8% | +54.7% | -52.9% | -2.6% |
| 1Y | -0.8% | +158.9% | -159.6% | -8.4% |
| 3Y | +56.9% | -23.7% | +80.6% | +41.6% |
| 5Y | +39.5% | -54.3% | +93.9% | +28.0% |
| All | +76.6% | -6.0% | +82.6% | +35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling