+72.9%
PBR vs RRC
+44.7%
+28.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -3.5% | -3.4% | -6.5% |
| 7D | -11.0% | -6.8% | -4.2% | -10.2% |
| 30D | -18.8% | +34.7% | -53.5% | -25.8% |
| 3M | +7.8% | +31.5% | -23.7% | -0.5% |
| 6M | -7.6% | +21.8% | -29.4% | -12.2% |
| YTD | +72.7% | +48.9% | +23.8% | +53.8% |
| 1Y | +72.9% | +42.1% | +30.9% | +55.0% |
| All | +72.9% | +44.7% | +28.3% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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