+74.8%
PBR vs RBA
-30.1%
+104.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.1% | +2.1% |
| 7D | +4.2% | -3.3% | +7.5% | +4.0% |
| 30D | +22.7% | -9.8% | +32.5% | +22.1% |
| 3M | +21.5% | -23.5% | +45.0% | +19.7% |
| 6M | +24.0% | -21.5% | +45.5% | +22.1% |
| YTD | +88.2% | -21.2% | +109.4% | +87.1% |
| 1Y | +74.8% | -30.2% | +105.0% | +63.5% |
| All | +74.8% | -30.1% | +104.9% | +63.5% |
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