+36.0%
PPL vs RBRK
+130.1%
-94.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -1.6% |
| 7D | 0.0% | +1.9% | -1.9% | +0.1% |
| 30D | -1.3% | -9.3% | +8.0% | -1.4% |
| 3M | -2.6% | +23.8% | -26.4% | -2.0% |
| 6M | -8.4% | +55.4% | -63.8% | -7.5% |
| YTD | +0.2% | +16.1% | -15.9% | +0.8% |
| 1Y | -0.2% | -9.8% | +9.6% | +0.2% |
| All | +36.0% | +130.1% | -94.1% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling