+96.1%
PSX vs REPL
+142.3%
-46.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.6% |
| 7D | +6.4% | +9.8% | -3.4% | +6.5% |
| 30D | -10.2% | +81.5% | -91.7% | -9.8% |
| 3M | +17.2% | +44.2% | -27.1% | +17.6% |
| 6M | +51.8% | +437.4% | -385.7% | +55.7% |
| YTD | +108.0% | +126.1% | -18.1% | +105.3% |
| 1Y | +96.1% | +143.1% | -47.0% | +97.0% |
| All | +96.1% | +142.3% | -46.2% | +97.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling