+743.3%
PBR vs RPRX
+57.8%
+685.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -5.3% | +8.8% | +4.0% |
| 7D | +2.5% | -2.8% | +5.2% | +2.7% |
| 30D | +19.4% | +7.2% | +12.2% | +18.6% |
| 3M | +20.8% | +10.9% | +9.9% | +19.6% |
| 6M | +23.5% | +34.6% | -11.1% | +19.8% |
| YTD | +83.4% | +59.0% | +24.4% | +74.8% |
| 1Y | +77.6% | +72.5% | +5.0% | +67.3% |
| 3Y | +99.9% | +124.1% | -24.2% | +81.5% |
| 5Y | +567.7% | +75.9% | +491.8% | +519.5% |
| All | +743.3% | +57.8% | +685.5% | +674.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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