+134.2%
RBRK vs PPG
-13.7%
+147.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -3.0% | -2.7% |
| 7D | -7.5% | -6.2% | -1.2% | -5.9% |
| 30D | -10.4% | -7.9% | -2.5% | -8.5% |
| 3M | +21.3% | -10.2% | +31.5% | +24.2% |
| 6M | +50.6% | +2.7% | +48.0% | +47.2% |
| YTD | +13.3% | +4.9% | +8.4% | +7.9% |
| 1Y | +11.2% | -3.2% | +14.4% | +10.2% |
| All | +134.2% | -13.7% | +147.9% | +120.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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