+81.2%
PPL vs REPL
+29.3%
+51.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +1.8% | +28.8% | -27.0% | +1.2% |
| 30D | +8.4% | +57.3% | -48.9% | +7.3% |
| 3M | +2.4% | +73.6% | -71.2% | +1.0% |
| 6M | -4.0% | +582.8% | -586.8% | -10.4% |
| YTD | +4.5% | +112.9% | -108.4% | -0.8% |
| 1Y | +1.7% | +130.7% | -128.9% | -3.7% |
| 3Y | +55.5% | +45.7% | +9.8% | +35.8% |
| 5Y | +47.0% | -37.9% | +85.0% | +34.1% |
| All | +81.2% | +29.3% | +51.9% | +38.4% |
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 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