-27.0%
RKT vs PBR
+716.4%
-743.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -3.9% | -2.0% |
| 7D | -7.2% | +4.2% | -11.5% | -7.6% |
| 30D | -7.9% | +22.7% | -30.6% | -9.6% |
| 3M | +5.2% | +21.5% | -16.3% | +3.0% |
| 6M | -14.9% | +24.0% | -38.9% | -17.2% |
| YTD | -31.9% | +88.2% | -120.1% | -37.4% |
| 1Y | -36.9% | +74.8% | -111.7% | -41.4% |
| 3Y | +35.7% | +105.1% | -69.4% | +22.7% |
| 5Y | -9.7% | +572.2% | -581.9% | -29.4% |
| All | -27.0% | +716.4% | -743.4% | -45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling