+668.5%
PBR vs RBA
+195.3%
+473.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.1% | +2.5% |
| 7D | +4.2% | -3.3% | +7.5% | +5.4% |
| 30D | +22.7% | -9.8% | +32.5% | +26.9% |
| 3M | +21.5% | -23.5% | +45.0% | +31.4% |
| 6M | +24.0% | -21.5% | +45.5% | +32.4% |
| YTD | +88.2% | -21.2% | +109.4% | +99.1% |
| 1Y | +74.8% | -30.2% | +105.0% | +93.1% |
| 3Y | +105.1% | +25.3% | +79.8% | +73.8% |
| 5Y | +572.2% | +35.1% | +537.1% | +425.4% |
| All | +668.5% | +195.3% | +473.2% | +259.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling