+652.3%
PBR vs RBA
+198.1%
+454.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | +0.3% | -1.9% | +2.2% | +1.0% |
| 30D | +17.5% | -13.0% | +30.5% | +23.1% |
| 3M | +20.9% | -23.1% | +44.0% | +30.6% |
| 6M | +20.2% | -22.6% | +42.8% | +29.1% |
| YTD | +84.3% | -20.4% | +104.7% | +94.2% |
| 1Y | +77.1% | -29.6% | +106.7% | +95.0% |
| 3Y | +100.8% | +26.6% | +74.3% | +69.5% |
| 5Y | +556.1% | +38.2% | +517.9% | +407.5% |
| All | +652.3% | +198.1% | +454.2% | +251.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling