+54.3%
PR vs REPL
-6.0%
+60.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.5% |
| 7D | +2.9% | -3.0% | +5.9% | +3.1% |
| 30D | +18.0% | +27.1% | -9.1% | +16.4% |
| 3M | +16.9% | +52.4% | -35.5% | +11.6% |
| 6M | +28.2% | +107.4% | -79.2% | +13.9% |
| YTD | +69.3% | +54.7% | +14.6% | +53.0% |
| 1Y | +69.5% | +158.9% | -89.4% | +42.3% |
| 3Y | +81.7% | -23.7% | +105.4% | +45.2% |
| 5Y | +422.2% | -54.3% | +476.6% | +332.6% |
| All | +54.3% | -6.0% | +60.3% | +7.1% |
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