+38.3%
PPL vs RBRK
+142.7%
-104.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | 0.0% |
| 7D | +2.7% | +0.7% | +2.0% | +2.7% |
| 30D | +0.5% | +10.4% | -10.0% | +0.7% |
| 3M | +0.7% | +21.6% | -21.0% | +1.2% |
| 6M | -7.6% | +70.7% | -78.3% | -6.5% |
| YTD | +1.8% | +22.5% | -20.7% | +2.5% |
| 1Y | -0.8% | +8.2% | -9.0% | -0.2% |
| All | +38.3% | +142.7% | -104.4% | +42.7% |
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 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