+102.6%
PBR vs RSG
+57.7%
+44.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | +5.4% | 0.0% | +5.4% | +5.4% |
| 30D | +22.9% | +4.0% | +18.9% | +21.8% |
| 3M | +19.6% | +7.4% | +12.3% | +17.4% |
| 6M | +16.5% | +0.1% | +16.4% | +16.3% |
| YTD | +86.7% | +6.0% | +80.6% | +83.8% |
| 1Y | +74.7% | -3.0% | +77.7% | +75.6% |
| 3Y | +102.6% | +56.5% | +46.1% | +84.9% |
| All | +102.6% | +57.7% | +44.9% | +84.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling