+302.5%
PSX vs REPL
-35.0%
+337.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | +7.8% | +1.2% | +6.6% | +7.8% |
| 30D | -10.9% | +92.2% | -103.1% | -11.1% |
| 3M | +14.5% | +44.1% | -29.6% | +14.3% |
| 6M | +56.1% | +313.0% | -256.9% | +54.9% |
| YTD | +109.6% | +125.2% | -15.6% | +108.2% |
| 1Y | +95.5% | +143.8% | -48.2% | +94.1% |
| 3Y | +156.2% | +104.2% | +52.0% | +147.2% |
| All | +302.5% | -35.0% | +337.5% | +309.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling