+395.3%
PBR vs RNG
+305.9%
+89.4%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.5% |
| 7D | +0.3% | -4.1% | +4.4% | +0.6% |
| 30D | +17.5% | +8.6% | +8.9% | +16.7% |
| 3M | +20.9% | +78.0% | -57.1% | +14.6% |
| 6M | +20.2% | +67.0% | -46.8% | +14.1% |
| YTD | +84.3% | +142.4% | -58.2% | +67.6% |
| 1Y | +77.1% | +120.4% | -43.3% | +62.1% |
| 3Y | +100.8% | +122.1% | -21.3% | +79.5% |
| 5Y | +556.1% | -69.8% | +626.0% | +612.9% |
| 10Y | +676.1% | +223.4% | +452.7% | +430.6% |
| All | +395.3% | +305.9% | +89.4% | +237.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling