+73.2%
PR vs REPL
+48.4%
+24.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.0% | -6.1% | +1.8% |
| 7D | -16.4% | +22.8% | -39.2% | -16.6% |
| 30D | -1.9% | +63.8% | -65.7% | -2.6% |
| 3M | +8.0% | +68.1% | -60.2% | +7.1% |
| 6M | +4.1% | +528.5% | -524.4% | +0.6% |
| YTD | +58.7% | +122.4% | -63.7% | +54.3% |
| 1Y | +75.8% | +154.4% | -78.5% | +70.6% |
| 3Y | +73.2% | +68.0% | +5.2% | +58.2% |
| All | +73.2% | +48.4% | +24.8% | +58.2% |
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