-14.8%
REPL vs PSLV
+273.4%
-288.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.5% |
| 7D | -14.1% | -3.5% | -10.6% | -13.5% |
| 30D | -15.2% | -2.1% | -13.1% | -15.0% |
| 3M | +49.9% | -1.6% | +51.5% | +49.8% |
| 6M | +63.5% | -25.5% | +89.0% | +73.3% |
| YTD | +32.9% | -11.4% | +44.3% | +32.7% |
| 1Y | +115.0% | +48.6% | +66.4% | +90.8% |
| 3Y | -34.7% | +166.9% | -201.6% | -51.8% |
| 5Y | -59.7% | +152.4% | -212.1% | -70.3% |
| All | -14.8% | +273.4% | -288.2% | -47.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling