+72.9%
PBR vs RNG
+179.4%
-106.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.2% | -6.7% | -7.0% |
| 7D | -11.0% | -9.6% | -1.4% | -11.5% |
| 30D | -18.8% | -1.4% | -17.4% | -18.8% |
| 3M | +7.8% | +28.8% | -20.9% | +9.4% |
| 6M | -7.6% | +65.6% | -73.2% | -4.8% |
| YTD | +72.7% | +171.4% | -98.7% | +83.7% |
| 1Y | +72.9% | +185.3% | -112.4% | +86.1% |
| All | +72.9% | +179.4% | -106.5% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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