+140.3%
RBRK vs PFG
+53.8%
+86.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.5% |
| 7D | -3.5% | -3.0% | -0.5% | -1.5% |
| 30D | -8.3% | +2.5% | -10.8% | -9.7% |
| 3M | +24.7% | +6.1% | +18.6% | +19.4% |
| 6M | +58.9% | +31.3% | +27.6% | +30.4% |
| YTD | +16.3% | +33.6% | -17.3% | -6.3% |
| 1Y | +10.1% | +48.5% | -38.4% | -18.2% |
| All | +140.3% | +53.8% | +86.5% | +72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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