+188.9%
PAAS vs RBA
+224.6%
-35.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.8% |
| 7D | +8.4% | +4.3% | +4.1% | +7.2% |
| 30D | -7.2% | +16.3% | -23.5% | -11.1% |
| 3M | -14.0% | +1.3% | -15.3% | -14.6% |
| 6M | -26.8% | -11.1% | -15.7% | -25.4% |
| YTD | -19.8% | -8.5% | -11.3% | -19.0% |
| 1Y | +22.8% | -2.1% | +25.0% | +21.7% |
| 3Y | +183.6% | +44.6% | +139.1% | +151.8% |
| 5Y | +73.8% | +36.8% | +37.0% | +53.7% |
| All | +188.9% | +224.6% | -35.7% | +122.3% |
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