-15.3%
PEP vs RBRK
+124.5%
-139.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | -0.4% |
| 7D | -1.0% | -7.5% | +6.5% | -1.3% |
| 30D | -0.7% | -10.4% | +9.8% | -1.1% |
| 3M | -4.1% | +21.3% | -25.4% | -2.9% |
| 6M | -13.1% | +50.6% | -63.7% | -10.6% |
| YTD | -2.1% | +13.3% | -15.4% | -0.3% |
| 1Y | -1.7% | +11.2% | -12.9% | +0.2% |
| All | -15.3% | +124.5% | -139.8% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling