+49.1%
PR vs REPL
+29.3%
+19.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.2% | -6.7% | -6.6% |
| 7D | -12.1% | +28.8% | -40.9% | -13.3% |
| 30D | +0.9% | +57.3% | -56.4% | -1.7% |
| 3M | +10.1% | +73.6% | -63.4% | +6.5% |
| 6M | +1.1% | +582.8% | -581.7% | -13.6% |
| YTD | +63.7% | +112.9% | -49.2% | +45.0% |
| 1Y | +87.0% | +130.7% | -43.6% | +64.7% |
| 3Y | +70.7% | +45.7% | +25.0% | +27.6% |
| 5Y | +246.8% | -37.9% | +284.7% | +182.5% |
| All | +49.1% | +29.3% | +19.8% | +1.5% |
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 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