+119.0%
PAAS vs RBA
+45.3%
+73.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.5% |
| 7D | -2.9% | -2.9% | 0.0% | -2.1% |
| 30D | +6.8% | -12.3% | +19.1% | +10.4% |
| 3M | -2.9% | -20.5% | +17.6% | +2.0% |
| 6M | -16.4% | -18.5% | +2.1% | -13.0% |
| YTD | 0.0% | -18.2% | +18.3% | +4.2% |
| 1Y | +54.3% | -27.5% | +81.8% | +65.9% |
| 3Y | +230.7% | +38.1% | +192.6% | +201.7% |
| All | +119.0% | +45.3% | +73.7% | +101.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling