+246.4%
PR vs REPL
-29.4%
+275.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.6% | -3.7% | +0.8% |
| 7D | -9.5% | +12.7% | -22.2% | -9.7% |
| 30D | -5.7% | +73.5% | -79.2% | -6.9% |
| 3M | +3.0% | +70.3% | -67.3% | +1.6% |
| 6M | +11.8% | +472.0% | -460.2% | +5.4% |
| YTD | +58.5% | +139.5% | -81.0% | +50.4% |
| 1Y | +69.9% | +167.3% | -97.4% | +60.6% |
| 3Y | +84.9% | +109.5% | -24.6% | +57.5% |
| 5Y | +246.4% | -29.9% | +276.4% | +303.8% |
| All | +246.4% | -29.4% | +275.9% | +303.8% |
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