+61.6%
PBR vs RBRK
+46.1%
+15.5%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -11.1% | +7.0% | -4.6% |
| 7D | -14.2% | -20.9% | +6.7% | -15.2% |
| 30D | -21.0% | -15.9% | -5.1% | -21.5% |
| 3M | +5.4% | +24.7% | -19.3% | +7.6% |
| 6M | -10.4% | +85.1% | -95.5% | -6.0% |
| YTD | +65.5% | +38.3% | +27.3% | +65.6% |
| 1Y | +61.6% | +46.2% | +15.4% | +67.0% |
| All | +61.6% | +46.1% | +15.5% | +67.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling