+662.0%
PBR vs RSG
+428.9%
+233.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.3% |
| 7D | +5.4% | 0.0% | +5.4% | +5.3% |
| 30D | +22.9% | +4.0% | +18.9% | +19.8% |
| 3M | +19.6% | +7.4% | +12.3% | +13.6% |
| 6M | +16.5% | +0.1% | +16.4% | +15.3% |
| YTD | +86.7% | +6.0% | +80.6% | +77.7% |
| 1Y | +74.7% | -3.0% | +77.7% | +75.8% |
| 3Y | +102.6% | +56.5% | +46.1% | +40.3% |
| 5Y | +566.6% | +90.9% | +475.7% | +273.6% |
| All | +662.0% | +428.9% | +233.1% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling