+215.4%
PSX vs REPL
+39.1%
+176.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.0% | 0.0% | +2.9% |
| 7D | -8.0% | +14.2% | -22.2% | -8.4% |
| 30D | -9.0% | +65.9% | -74.9% | -10.5% |
| 3M | +24.7% | +84.6% | -59.8% | +22.3% |
| 6M | +49.3% | +446.9% | -397.6% | +38.1% |
| YTD | +100.2% | +129.0% | -28.8% | +86.8% |
| 1Y | +88.8% | +167.9% | -79.0% | +74.9% |
| 3Y | +152.5% | +93.9% | +58.6% | +108.7% |
| 5Y | +283.2% | -33.0% | +316.2% | +241.1% |
| All | +215.4% | +39.1% | +176.3% | +129.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling