+158.9%
REPL vs PSLV
+57.1%
+101.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.5% | -1.5% |
| 7D | -3.0% | -0.6% | -2.3% | -2.9% |
| 30D | +27.1% | +7.3% | +19.9% | +25.4% |
| 3M | +52.4% | -7.4% | +59.8% | +54.8% |
| 6M | +107.4% | -20.3% | +127.7% | +117.4% |
| YTD | +54.7% | -8.2% | +63.0% | +58.4% |
| 1Y | +158.9% | +57.9% | +100.9% | +227.5% |
| All | +158.9% | +57.1% | +101.7% | +227.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 1y: compounded portfolio wealth divided by compounded PSLV 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…
1y analysis · Full analysis span regression · 6 months rolling