+662.0%
PBR vs RNG
+222.9%
+439.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | +5.4% | -6.1% | +11.5% | +5.8% |
| 30D | +22.9% | +9.6% | +13.3% | +22.1% |
| 3M | +19.6% | +83.3% | -63.7% | +14.5% |
| 6M | +16.5% | +77.9% | -61.5% | +11.3% |
| YTD | +86.7% | +139.9% | -53.3% | +73.3% |
| 1Y | +74.7% | +121.7% | -46.9% | +62.9% |
| 3Y | +102.6% | +121.9% | -19.3% | +85.2% |
| 5Y | +566.6% | -68.4% | +634.9% | +621.6% |
| All | +662.0% | +222.9% | +439.1% | +460.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling