+32.9%
PFE vs RBA
+182.6%
-149.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -2.0% |
| 7D | -2.7% | -1.1% | -1.6% | -2.5% |
| 30D | +3.8% | -13.2% | +17.1% | +6.0% |
| 3M | +10.4% | -21.4% | +31.7% | +13.8% |
| 6M | +6.3% | -20.9% | +27.1% | +9.4% |
| YTD | +17.4% | -19.9% | +37.2% | +20.3% |
| 1Y | +21.1% | -28.7% | +49.8% | +26.3% |
| 3Y | -1.6% | +27.4% | -29.0% | -7.3% |
| 5Y | -22.2% | +41.7% | -63.9% | -29.3% |
| 10Y | +32.9% | +189.6% | -156.7% | -3.3% |
| All | +32.9% | +182.6% | -149.7% | -3.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling