+63.9%
RBRK vs PNR
-31.2%
+95.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.3% | -1.2% | +1.7% |
| 7D | -12.5% | +11.9% | -24.4% | -14.1% |
| 30D | -3.0% | +37.1% | -40.1% | -8.7% |
| 3M | +46.9% | +5.7% | +41.2% | +45.3% |
| 6M | +105.4% | -5.7% | +111.1% | +108.3% |
| YTD | +55.6% | -29.8% | +85.4% | +67.2% |
| 1Y | +63.9% | -31.8% | +95.7% | +79.7% |
| All | +63.9% | -31.2% | +95.1% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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