+1,573.8%
PBR vs RRC
+1,796.8%
-223.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.6% |
| 7D | +8.6% | +1.3% | +7.3% | +8.1% |
| 30D | +12.8% | +10.1% | +2.7% | +8.7% |
| 3M | +14.7% | +4.0% | +10.7% | +12.7% |
| 6M | +25.2% | +1.6% | +23.6% | +24.0% |
| YTD | +77.1% | +19.7% | +57.4% | +64.3% |
| 1Y | +69.6% | +21.4% | +48.1% | +55.5% |
| 3Y | +95.6% | +29.7% | +65.9% | +69.0% |
| 5Y | +501.8% | +153.9% | +347.9% | +253.7% |
| 10Y | +640.6% | +10.8% | +629.8% | +351.6% |
| All | +1,573.8% | +1,796.8% | -223.0% | +441.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling