+48.8%
PFE vs RBA
+207.2%
-158.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | -1.7% | +1.7% | -3.4% | -1.9% |
| 30D | +0.3% | +8.3% | -8.0% | -0.8% |
| 3M | +9.4% | +10.5% | -1.2% | +7.7% |
| 6M | +14.9% | -5.9% | +20.8% | +15.2% |
| YTD | +23.8% | -6.9% | +30.7% | +23.9% |
| 1Y | +19.5% | -4.9% | +24.4% | +19.2% |
| 3Y | +21.0% | +64.5% | -43.4% | +9.9% |
| 5Y | -23.9% | +46.1% | -70.0% | -30.6% |
| All | +48.8% | +207.2% | -158.4% | +12.6% |
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