-2.6%
REPL vs PSLV
+284.0%
-286.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | -5.7% | +2.7% | -8.4% | -6.2% |
| 30D | +22.5% | +3.5% | +19.0% | +21.4% |
| 3M | +64.7% | +0.3% | +64.4% | +63.8% |
| 6M | +83.0% | -21.0% | +104.0% | +91.6% |
| YTD | +52.0% | -8.9% | +60.9% | +50.8% |
| 1Y | +144.5% | +54.0% | +90.6% | +115.4% |
| 3Y | -25.1% | +175.4% | -200.5% | -45.1% |
| 5Y | -52.9% | +157.7% | -210.5% | -65.4% |
| All | -2.6% | +284.0% | -286.5% | -40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling