+1.7%
PPL vs RBRK
+62.9%
-61.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | +0.1% |
| 7D | +1.8% | -12.5% | +14.3% | +1.3% |
| 30D | +8.4% | -3.0% | +11.4% | +8.4% |
| 3M | +2.4% | +46.9% | -44.5% | +4.2% |
| 6M | -4.0% | +105.4% | -109.4% | -1.0% |
| YTD | +4.5% | +55.6% | -51.1% | +5.9% |
| 1Y | +1.7% | +63.9% | -62.2% | +3.1% |
| All | +1.7% | +62.9% | -61.2% | +3.1% |
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