+556.1%
PBR vs RRC
+154.4%
+401.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.6% |
| 7D | +0.3% | -1.7% | +2.1% | +0.8% |
| 30D | +17.5% | +3.6% | +13.9% | +16.5% |
| 3M | +20.9% | +8.8% | +12.1% | +18.2% |
| 6M | +20.2% | +0.8% | +19.5% | +19.8% |
| YTD | +84.3% | +19.0% | +65.3% | +76.0% |
| 1Y | +77.1% | +22.9% | +54.2% | +67.2% |
| 3Y | +100.8% | +32.3% | +68.5% | +83.6% |
| 5Y | +556.1% | +151.6% | +404.5% | +380.8% |
| All | +556.1% | +154.4% | +401.8% | +380.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling