+668.5%
PBR vs RRC
+6.5%
+662.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.8% | +2.1% |
| 7D | +4.2% | -1.2% | +5.4% | +4.6% |
| 30D | +22.7% | +3.0% | +19.8% | +21.8% |
| 3M | +21.5% | +7.3% | +14.2% | +19.1% |
| 6M | +24.0% | +3.6% | +20.4% | +22.6% |
| YTD | +88.2% | +19.4% | +68.9% | +78.8% |
| 1Y | +74.8% | +21.4% | +53.4% | +64.6% |
| 3Y | +105.1% | +32.8% | +72.4% | +84.9% |
| 5Y | +572.2% | +152.0% | +420.3% | +372.9% |
| All | +668.5% | +6.5% | +662.0% | +444.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling