+1,382.4%
PBR vs RBA
+4,266.2%
-2,883.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.3% |
| 7D | -9.1% | +0.6% | -9.7% | -9.4% |
| 30D | -29.9% | +9.0% | -38.9% | -32.8% |
| 3M | +2.3% | +7.2% | -4.9% | -1.5% |
| 6M | -10.9% | -7.8% | -3.2% | -10.0% |
| YTD | +56.9% | -6.4% | +63.3% | +55.5% |
| 1Y | +38.0% | -4.2% | +42.2% | +35.0% |
| 3Y | +64.8% | +64.1% | +0.7% | +21.6% |
| 5Y | +447.1% | +48.4% | +398.7% | +301.2% |
| 10Y | +545.8% | +209.9% | +335.9% | +211.4% |
| All | +1,382.4% | +4,266.2% | -2,883.8% | +224.7% |
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 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