+11.2%
RBRK vs PNR
-47.6%
+58.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.3% | -2.5% |
| 7D | -7.5% | -6.0% | -1.5% | -6.2% |
| 30D | -10.4% | -14.0% | +3.6% | -7.4% |
| 3M | +21.3% | -21.7% | +43.0% | +28.4% |
| 6M | +50.6% | -37.3% | +87.9% | +65.4% |
| YTD | +13.3% | -45.1% | +58.4% | +29.6% |
| 1Y | +11.2% | -49.1% | +60.4% | +38.3% |
| All | +11.2% | -47.6% | +58.8% | +38.3% |
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