-11.4%
RKT vs PBR
+552.2%
-563.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.8% | 0.0% |
| 7D | -6.3% | +5.4% | -11.6% | -6.7% |
| 30D | -6.2% | +22.9% | -29.1% | -8.0% |
| 3M | -1.9% | +19.6% | -21.5% | -3.8% |
| 6M | -13.0% | +16.5% | -29.5% | -14.8% |
| YTD | -31.9% | +86.7% | -118.6% | -38.0% |
| 1Y | -37.6% | +74.7% | -112.3% | -42.6% |
| 3Y | +36.8% | +102.6% | -65.8% | +22.1% |
| All | -11.4% | +552.2% | -563.6% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 5y: compounded portfolio wealth divided by compounded PBR 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…
5y analysis · Full analysis span regression · 6 months rolling