+18.1%
PG vs RBRK
+64.4%
-46.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.1% | +1.1% | +3.4% |
| 7D | +5.7% | -12.5% | +18.2% | +4.6% |
| 30D | +15.4% | -3.0% | +18.4% | +15.3% |
| 3M | +13.8% | +46.9% | -33.1% | +18.5% |
| 6M | +18.3% | +105.4% | -87.1% | +28.6% |
| YTD | +20.1% | +55.6% | -35.4% | +27.4% |
| All | +18.1% | +64.4% | -46.3% | +25.6% |
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