+42.6%
REPL vs PENG
+153.1%
-110.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +12.4% | -4.4% | +5.8% |
| 7D | +22.8% | -19.4% | +42.2% | +26.4% |
| 30D | +63.8% | -42.4% | +106.2% | +78.2% |
| 3M | +68.1% | -25.6% | +93.8% | +72.8% |
| 6M | +528.5% | +7.3% | +521.2% | +491.4% |
| YTD | +122.4% | +113.9% | +8.6% | +79.3% |
| 1Y | +154.4% | +93.6% | +60.8% | +108.4% |
| 3Y | +68.0% | +170.2% | -102.2% | +18.0% |
| 5Y | -35.4% | +44.2% | -79.6% | -51.5% |
| All | +42.6% | +153.1% | -110.4% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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