+100.0%
PBR vs RRC
+31.0%
+69.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.6% |
| 7D | +0.3% | -1.7% | +2.1% | +0.9% |
| 30D | +17.5% | +3.6% | +13.9% | +16.1% |
| 3M | +20.9% | +8.8% | +12.1% | +17.4% |
| 6M | +20.2% | +0.8% | +19.5% | +19.7% |
| YTD | +84.3% | +19.0% | +65.3% | +73.7% |
| 1Y | +77.1% | +22.9% | +54.2% | +64.3% |
| All | +100.0% | +31.0% | +69.0% | +75.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling