+88.5%
PSA vs REPL
-6.0%
+94.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.2% |
| 7D | -3.7% | -3.0% | -0.7% | -3.6% |
| 30D | -7.7% | +27.1% | -34.9% | -8.2% |
| 3M | -0.6% | +52.4% | -53.0% | -2.1% |
| 6M | -0.9% | +107.4% | -108.4% | -4.8% |
| YTD | +18.7% | +54.7% | -36.1% | +14.7% |
| 1Y | +7.6% | +158.9% | -151.2% | +1.4% |
| 3Y | +23.7% | -23.7% | +47.4% | +14.3% |
| 5Y | +13.7% | -54.3% | +68.0% | +5.3% |
| All | +88.5% | -6.0% | +94.5% | +64.5% |
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