+49.6%
PFE vs RBA
+236.6%
-187.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -3.0% | -0.9% |
| 7D | -4.7% | +2.5% | -7.2% | -5.0% |
| 30D | +3.4% | +11.6% | -8.2% | +1.7% |
| 3M | +9.2% | +1.5% | +7.7% | +8.8% |
| 6M | +15.8% | -6.6% | +22.4% | +16.3% |
| YTD | +23.4% | -6.3% | +29.7% | +23.5% |
| 1Y | +25.8% | -4.0% | +29.8% | +25.3% |
| 3Y | +17.8% | +47.3% | -29.4% | +8.8% |
| 5Y | -20.2% | +47.7% | -67.8% | -27.4% |
| 10Y | +49.6% | +224.7% | -175.1% | +11.5% |
| All | +49.6% | +236.6% | -187.0% | +11.5% |
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