+46.9%
PM vs RBRK
+62.9%
-16.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.6% | +1.7% |
| 7D | +4.3% | -12.5% | +16.8% | +3.2% |
| 30D | +11.5% | -3.0% | +14.5% | +11.4% |
| 3M | +13.0% | +46.9% | -33.9% | +16.8% |
| 6M | +25.9% | +105.4% | -79.5% | +32.9% |
| YTD | +34.0% | +55.6% | -21.6% | +40.1% |
| 1Y | +46.9% | +63.9% | -17.0% | +53.7% |
| All | +46.9% | +62.9% | -16.0% | +53.7% |
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 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