+174.1%
PAAS vs RBRK
+124.5%
+49.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.2% |
| 7D | -1.9% | -7.5% | +5.5% | -0.7% |
| 30D | -3.6% | -10.4% | +6.9% | -2.2% |
| 3M | +8.6% | +21.3% | -12.7% | +3.8% |
| 6M | -16.7% | +50.6% | -67.3% | -23.9% |
| YTD | -1.9% | +13.3% | -15.2% | -6.3% |
| 1Y | +38.0% | +11.2% | +26.8% | +31.4% |
| All | +174.1% | +124.5% | +49.6% | +113.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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