+186.4%
PAAS vs RBA
+236.6%
-50.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +2.3% |
| 7D | +8.8% | +2.5% | +6.3% | +8.2% |
| 30D | -8.5% | +11.6% | -20.0% | -11.3% |
| 3M | -17.0% | +1.5% | -18.5% | -17.6% |
| 6M | -27.9% | -6.6% | -21.3% | -27.5% |
| YTD | -17.5% | -6.3% | -11.2% | -17.2% |
| 1Y | +22.8% | -4.0% | +26.8% | +22.4% |
| 3Y | +224.2% | +47.3% | +177.0% | +186.4% |
| 5Y | +73.6% | +47.7% | +26.0% | +50.5% |
| 10Y | +186.4% | +224.7% | -38.4% | +112.2% |
| All | +186.4% | +236.6% | -50.2% | +112.2% |
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