+34.7%
PPL vs RBRK
+130.3%
-95.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -2.6% | -3.5% | +0.9% | -2.6% |
| 30D | -3.0% | -8.3% | +5.2% | -3.1% |
| 3M | -3.9% | +24.7% | -28.5% | -3.3% |
| 6M | -8.9% | +58.9% | -67.8% | -7.9% |
| YTD | -0.8% | +16.3% | -17.0% | -0.2% |
| 1Y | -2.1% | +10.1% | -12.3% | -1.6% |
| All | +34.7% | +130.3% | -95.6% | +38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling