+1,641.2%
PBR vs RSG
+3,145.8%
-1,504.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.2% |
| 7D | +0.3% | 0.0% | +0.4% | +0.3% |
| 30D | +17.5% | +3.7% | +13.9% | +14.8% |
| 3M | +20.9% | +6.2% | +14.7% | +15.7% |
| 6M | +20.2% | -2.8% | +23.0% | +21.2% |
| YTD | +84.3% | +5.9% | +78.4% | +75.8% |
| 1Y | +77.1% | -1.8% | +78.9% | +76.5% |
| 3Y | +100.8% | +57.5% | +43.3% | +44.8% |
| 5Y | +556.1% | +91.1% | +465.0% | +303.5% |
| 10Y | +676.1% | +428.1% | +248.0% | +155.2% |
| All | +1,641.2% | +3,145.8% | -1,504.6% | +214.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling