-27.0%
REPL vs PSLV
+179.9%
-206.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.4% | -4.6% | -2.5% |
| 7D | -9.6% | +3.3% | -12.9% | -10.0% |
| 30D | +5.7% | +2.1% | +3.6% | +5.2% |
| 3M | +56.4% | +7.1% | +49.2% | +54.1% |
| 6M | +67.4% | -21.6% | +89.0% | +74.5% |
| YTD | +48.7% | -6.7% | +55.4% | +49.2% |
| 1Y | +148.3% | +59.3% | +89.0% | +130.6% |
| All | -27.0% | +179.9% | -206.9% | -52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling