+50.7%
PFE vs RBA
+209.3%
-158.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -3.0% | +0.6% | -3.6% | -3.0% |
| 30D | +5.2% | +9.0% | -3.8% | +3.9% |
| 3M | +12.2% | +7.2% | +5.1% | +11.0% |
| 6M | +17.8% | -7.8% | +25.5% | +18.5% |
| YTD | +26.2% | -6.4% | +32.6% | +26.2% |
| 1Y | +23.2% | -4.2% | +27.4% | +22.7% |
| 3Y | +21.3% | +64.1% | -42.8% | +10.2% |
| 5Y | -23.1% | +48.4% | -71.5% | -30.1% |
| 10Y | +50.7% | +209.9% | -159.2% | +13.9% |
| All | +50.7% | +209.3% | -158.6% | +13.9% |
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