+55.6%
PAAS vs RBA
+47.4%
+8.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -5.2% | +0.6% | -5.8% | -5.3% |
| 30D | -13.9% | +9.0% | -22.9% | -16.0% |
| 3M | -23.8% | +7.2% | -30.9% | -25.4% |
| 6M | -36.4% | -7.8% | -28.7% | -35.9% |
| YTD | -23.4% | -6.4% | -17.0% | -23.1% |
| 1Y | +5.6% | -4.2% | +9.8% | +5.3% |
| 3Y | +209.7% | +64.1% | +145.6% | +169.5% |
| 5Y | +55.6% | +48.4% | +7.2% | +47.7% |
| All | +55.6% | +47.4% | +8.2% | +47.7% |
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