+480.5%
PAAS vs RBA
+4,058.7%
-3,578.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -0.4% | +7.3% | -7.8% | -2.3% |
| 30D | -11.6% | +16.9% | -28.6% | -15.4% |
| 3M | -15.6% | -0.5% | -15.1% | -15.8% |
| 6M | -19.1% | -10.4% | -8.7% | -17.8% |
| YTD | -20.9% | -7.2% | -13.7% | -20.4% |
| 1Y | +21.3% | -2.2% | +23.5% | +20.4% |
| 3Y | +177.4% | +43.7% | +133.7% | +146.6% |
| 5Y | +71.3% | +38.7% | +32.7% | +50.1% |
| 10Y | +181.5% | +231.7% | -50.2% | +88.4% |
| All | +480.5% | +4,058.7% | -3,578.3% | +172.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling