+1,573.8%
PBR vs RBA
+3,712.6%
-2,138.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | +8.6% | -2.9% | +11.5% | +9.9% |
| 30D | +12.8% | -12.3% | +25.1% | +19.0% |
| 3M | +14.7% | -20.5% | +35.2% | +24.5% |
| 6M | +25.2% | -18.5% | +43.7% | +33.7% |
| YTD | +77.1% | -18.2% | +95.4% | +87.3% |
| 1Y | +69.6% | -27.5% | +97.1% | +88.3% |
| 3Y | +95.6% | +38.1% | +57.5% | +55.8% |
| 5Y | +501.8% | +44.8% | +457.0% | +342.8% |
| 10Y | +640.6% | +187.1% | +453.4% | +269.3% |
| All | +1,573.8% | +3,712.6% | -2,138.8% | +291.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling