+415.3%
PR vs REPL
-54.3%
+469.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.6% |
| 7D | +2.9% | -3.0% | +5.9% | +3.0% |
| 30D | +18.0% | +27.1% | -9.1% | +17.2% |
| 3M | +16.9% | +52.4% | -35.5% | +14.3% |
| 6M | +28.2% | +107.4% | -79.2% | +21.7% |
| YTD | +69.3% | +54.7% | +14.6% | +62.0% |
| 1Y | +69.5% | +158.9% | -89.4% | +56.8% |
| 3Y | +81.7% | -23.7% | +105.4% | +66.9% |
| All | +415.3% | -54.3% | +469.6% | +455.5% |
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