+72.9%
PBR vs RBA
-2.0%
+74.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +2.1% | -9.0% | -6.8% |
| 7D | -11.0% | +12.7% | -23.6% | -10.5% |
| 30D | -18.8% | +15.5% | -34.3% | -18.2% |
| 3M | +7.8% | -14.0% | +21.9% | +7.0% |
| 6M | -7.6% | -8.8% | +1.2% | -8.2% |
| YTD | +72.7% | -6.9% | +79.6% | +72.8% |
| 1Y | +72.9% | -3.0% | +75.9% | +71.9% |
| All | +72.9% | -2.0% | +74.9% | +71.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling