-15.1%
PEP vs RBRK
+130.1%
-145.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -1.4% |
| 7D | -1.7% | +1.9% | -3.6% | -1.6% |
| 30D | +0.3% | -9.3% | +9.6% | -0.1% |
| 3M | -3.2% | +23.8% | -27.1% | -1.8% |
| 6M | -13.6% | +55.4% | -68.9% | -11.0% |
| YTD | -1.9% | +16.1% | -18.0% | +0.1% |
| 1Y | -0.6% | -9.8% | +9.2% | +0.6% |
| All | -15.1% | +130.1% | -145.2% | -12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling