+45.8%
PBF vs RBRK
+130.3%
-84.6%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +2.3% | -3.5% | +5.8% | +2.7% |
| 30D | +11.6% | -8.3% | +19.8% | +12.3% |
| 3M | +81.7% | +24.7% | +57.1% | +76.2% |
| 6M | +96.4% | +58.9% | +37.5% | +84.4% |
| YTD | +189.5% | +16.3% | +173.2% | +181.0% |
| 1Y | +180.7% | +10.1% | +170.6% | +173.0% |
| All | +45.8% | +130.3% | -84.6% | +22.7% |
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