+30.1%
PCAR vs RBRK
+6.4%
+23.7%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.2% |
| 7D | -0.5% | +0.7% | -1.2% | -0.5% |
| 30D | -6.2% | +10.4% | -16.7% | -6.0% |
| 3M | +5.9% | +21.6% | -15.8% | +6.5% |
| 6M | +0.4% | +70.7% | -70.3% | +1.0% |
| YTD | +14.8% | +22.5% | -7.7% | +16.4% |
| 1Y | +30.1% | +8.2% | +21.9% | +30.8% |
| All | +30.1% | +6.4% | +23.7% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 1y: compounded portfolio wealth divided by compounded RBRK 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…
1y analysis · Full analysis span regression · 6 months rolling