+110.8%
PM vs RBRK
+130.1%
-19.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +0.5% |
| 7D | -1.2% | +1.9% | -3.1% | -1.1% |
| 30D | -0.2% | -9.3% | +9.1% | -0.3% |
| 3M | +4.9% | +23.8% | -18.9% | +5.2% |
| 6M | +9.0% | +55.4% | -46.3% | +9.4% |
| YTD | +17.8% | +16.1% | +1.6% | +18.5% |
| 1Y | +16.8% | -9.8% | +26.6% | +18.0% |
| All | +110.8% | +130.1% | -19.3% | +107.2% |
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