+197.9%
PAAS vs RBA
+204.3%
-6.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.7% |
| 7D | -7.0% | -0.5% | -6.5% | -6.9% |
| 30D | -15.3% | +6.8% | -22.1% | -16.9% |
| 3M | -27.7% | +9.5% | -37.2% | -29.7% |
| 6M | -40.5% | -8.2% | -32.2% | -39.9% |
| YTD | -26.5% | -7.7% | -18.8% | -25.9% |
| 1Y | -0.8% | -6.9% | +6.1% | -0.2% |
| 3Y | +196.9% | +61.6% | +135.3% | +156.0% |
| 5Y | +49.2% | +44.7% | +4.4% | +29.7% |
| All | +197.9% | +204.3% | -6.4% | +117.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling