-40.1%
REPL vs PENG
+31.0%
-71.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -23.0% | +19.8% | -0.1% |
| 7D | +15.1% | -36.7% | +51.8% | +21.5% |
| 30D | +51.1% | -42.0% | +93.1% | +60.9% |
| 3M | +69.2% | -33.2% | +102.4% | +75.5% |
| 6M | +597.6% | +2.1% | +595.4% | +576.5% |
| YTD | +106.0% | +90.3% | +15.7% | +82.9% |
| 1Y | +133.3% | +67.7% | +65.7% | +110.2% |
| 3Y | +41.0% | +154.2% | -113.2% | +9.4% |
| 5Y | -40.1% | +28.3% | -68.5% | -49.7% |
| All | -40.1% | +31.0% | -71.2% | -49.7% |
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