+48.1%
PBF vs RBRK
+124.5%
-76.4%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +1.9% |
| 7D | +5.3% | -7.5% | +12.8% | +6.2% |
| 30D | +11.7% | -10.4% | +22.2% | +12.7% |
| 3M | +91.1% | +21.3% | +69.8% | +85.8% |
| 6M | +88.4% | +50.6% | +37.8% | +78.0% |
| YTD | +194.1% | +13.3% | +180.8% | +186.2% |
| 1Y | +180.4% | +11.2% | +169.2% | +171.9% |
| All | +48.1% | +124.5% | -76.4% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling