-53.0%
REPL vs PENG
+115.2%
-168.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.4% | -8.1% | -2.5% |
| 7D | -3.0% | +4.5% | -7.5% | -3.7% |
| 30D | +27.1% | -7.1% | +34.2% | +27.9% |
| 3M | +52.4% | -27.3% | +79.6% | +55.9% |
| 6M | +107.4% | +169.6% | -62.1% | +77.8% |
| YTD | +54.7% | +164.6% | -109.9% | +32.1% |
| 1Y | +158.9% | +109.5% | +49.4% | +125.8% |
| 3Y | -23.7% | +98.9% | -122.7% | -37.7% |
| All | -53.0% | +115.2% | -168.2% | -60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling