+63.9%
RBRK vs PEG
-6.2%
+70.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.6% | +2.5% |
| 7D | -12.5% | +1.0% | -13.5% | -11.8% |
| 30D | -3.0% | +6.6% | -9.6% | +1.6% |
| 3M | +46.9% | -3.1% | +50.0% | +43.3% |
| 6M | +105.4% | -7.4% | +112.8% | +95.2% |
| YTD | +55.6% | -6.4% | +62.0% | +49.0% |
| 1Y | +63.9% | -7.4% | +71.3% | +58.1% |
| All | +63.9% | -6.2% | +70.1% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 1y: compounded portfolio wealth divided by compounded PEG 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…
1y analysis · Full analysis span regression · 6 months rolling