+63.9%
RBRK vs PFGC
+12.5%
+51.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +13.5% | -11.4% | +4.3% |
| 7D | -12.5% | +13.9% | -26.4% | -10.6% |
| 30D | -3.0% | +18.4% | -21.4% | -0.2% |
| 3M | +46.9% | -2.5% | +49.4% | +46.8% |
| 6M | +105.4% | +26.0% | +79.4% | +117.1% |
| YTD | +55.6% | +21.9% | +33.7% | +68.3% |
| 1Y | +63.9% | +13.4% | +50.5% | +75.4% |
| All | +63.9% | +12.5% | +51.4% | +75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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