+1,678.6%
PBR vs RRX
+1,318.4%
+360.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +3.1% |
| 7D | +4.2% | -3.7% | +8.0% | +6.2% |
| 30D | +22.7% | -9.3% | +32.0% | +28.6% |
| 3M | +21.5% | -21.8% | +43.3% | +33.2% |
| 6M | +24.0% | -22.0% | +46.0% | +31.3% |
| YTD | +88.2% | +11.9% | +76.3% | +60.2% |
| 1Y | +74.8% | +11.6% | +63.2% | +46.2% |
| 3Y | +105.1% | +2.2% | +103.0% | +58.9% |
| 5Y | +572.2% | +14.9% | +557.4% | +343.7% |
| 10Y | +692.7% | +214.2% | +478.5% | +171.4% |
| All | +1,678.6% | +1,318.4% | +360.2% | +220.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling