+74.7%
PBR vs RBRK
+5.6%
+69.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -1.0% |
| 7D | +5.4% | -7.5% | +12.9% | +4.8% |
| 30D | +22.9% | -10.4% | +33.3% | +22.2% |
| 3M | +19.6% | +21.3% | -1.6% | +21.6% |
| 6M | +16.5% | +50.6% | -34.2% | +20.2% |
| YTD | +86.7% | +13.3% | +73.4% | +85.0% |
| 1Y | +74.7% | +11.2% | +63.5% | +77.7% |
| All | +74.7% | +5.6% | +69.1% | +77.7% |
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 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