+132.2%
PSX vs REPL
+48.4%
+83.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.0% | -8.5% | -0.5% |
| 7D | -13.1% | +22.8% | -35.9% | -13.2% |
| 30D | -9.5% | +63.8% | -73.3% | -9.6% |
| 3M | +20.2% | +68.1% | -47.9% | +20.0% |
| 6M | +44.9% | +528.5% | -483.6% | +44.0% |
| YTD | +94.4% | +122.4% | -28.0% | +94.0% |
| 1Y | +83.1% | +154.4% | -71.3% | +82.4% |
| 3Y | +132.2% | +68.0% | +64.2% | +126.6% |
| All | +132.2% | +48.4% | +83.8% | +126.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling