+188.0%
PAAS vs RBRK
+130.1%
+57.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.1% | +6.8% | +4.2% |
| 7D | +2.6% | +1.9% | +0.8% | +2.3% |
| 30D | +2.5% | -9.3% | +11.8% | +3.7% |
| 3M | +15.1% | +23.8% | -8.7% | +9.6% |
| 6M | -12.1% | +55.4% | -67.4% | -20.1% |
| YTD | +3.1% | +16.1% | -13.1% | -2.0% |
| 1Y | +50.8% | -9.8% | +60.7% | +48.5% |
| All | +188.0% | +130.1% | +57.9% | +123.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling