+567.7%
PBR vs RBA
+44.6%
+523.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.5% | +3.8% |
| 7D | +2.5% | -1.1% | +3.5% | +2.6% |
| 30D | +19.4% | -13.2% | +32.6% | +22.0% |
| 3M | +20.8% | -21.4% | +42.2% | +24.7% |
| 6M | +23.5% | -20.9% | +44.4% | +27.1% |
| YTD | +83.4% | -19.9% | +103.3% | +87.6% |
| 1Y | +77.6% | -28.7% | +106.2% | +85.8% |
| 3Y | +99.9% | +27.4% | +72.4% | +83.1% |
| 5Y | +567.7% | +41.7% | +526.0% | +478.2% |
| All | +567.7% | +44.6% | +523.1% | +478.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling