+59.4%
RBLX vs PBR
+99.7%
-40.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.5% |
| 7D | +5.1% | +5.4% | -0.3% | +4.4% |
| 30D | +28.0% | +22.9% | +5.2% | +24.7% |
| 3M | +4.6% | +19.6% | -15.0% | +1.9% |
| 6M | -24.7% | +16.5% | -41.1% | -26.4% |
| YTD | -43.8% | +86.7% | -130.5% | -49.7% |
| 1Y | -65.8% | +74.7% | -140.5% | -69.0% |
| 3Y | +59.4% | +102.6% | -43.2% | +42.5% |
| All | +59.4% | +99.7% | -40.4% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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