+99.9%
PBR vs RBA
+29.1%
+70.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.5% | +3.7% |
| 7D | +2.5% | -1.1% | +3.5% | +2.5% |
| 30D | +19.4% | -13.2% | +32.6% | +21.0% |
| 3M | +20.8% | -21.4% | +42.2% | +23.0% |
| 6M | +23.5% | -20.9% | +44.4% | +25.5% |
| YTD | +83.4% | -19.9% | +103.3% | +85.3% |
| 1Y | +77.6% | -28.7% | +106.2% | +83.2% |
| 3Y | +99.9% | +27.4% | +72.4% | +85.7% |
| All | +99.9% | +29.1% | +70.8% | +85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling