+25.3%
PSA vs RBRK
+124.5%
-99.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.2% | +0.6% |
| 7D | -1.8% | -7.5% | +5.7% | -1.8% |
| 30D | -8.4% | -10.4% | +2.1% | -8.4% |
| 3M | -7.8% | +21.3% | -29.1% | -7.8% |
| 6M | +0.8% | +50.6% | -49.8% | +0.6% |
| YTD | +16.5% | +13.3% | +3.2% | +16.4% |
| 1Y | +4.7% | +11.2% | -6.5% | +4.6% |
| All | +25.3% | +124.5% | -99.1% | +26.8% |
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