+102.6%
PBR vs RRX
+5.4%
+97.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.7% | -4.5% | -1.2% |
| 7D | +5.4% | -0.3% | +5.7% | +5.4% |
| 30D | +22.9% | -6.1% | +29.0% | +23.5% |
| 3M | +19.6% | -23.1% | +42.7% | +21.9% |
| 6M | +16.5% | -19.5% | +36.0% | +17.6% |
| YTD | +86.7% | +16.1% | +70.6% | +78.5% |
| 1Y | +74.7% | +12.9% | +61.8% | +67.2% |
| 3Y | +102.6% | +7.9% | +94.6% | +108.8% |
| All | +102.6% | +5.4% | +97.2% | +108.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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