+60.6%
PFE vs RBA
+224.6%
-164.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.4% |
| 7D | -3.7% | +4.3% | -8.0% | -4.3% |
| 30D | +5.0% | +16.3% | -11.4% | +2.6% |
| 3M | +12.2% | +1.3% | +10.9% | +11.8% |
| 6M | +14.6% | -11.1% | +25.6% | +15.9% |
| YTD | +24.1% | -8.5% | +32.6% | +24.6% |
| 1Y | +26.6% | -2.1% | +28.7% | +25.6% |
| 3Y | +14.3% | +44.6% | -30.2% | +5.7% |
| 5Y | -21.9% | +36.8% | -58.7% | -28.1% |
| All | +60.6% | +224.6% | -164.0% | +17.1% |
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 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