-21.5%
PFE vs RBA
+37.7%
-59.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.5% |
| 7D | -3.7% | +4.3% | -8.0% | -4.1% |
| 30D | +5.0% | +16.3% | -11.4% | +3.5% |
| 3M | +12.2% | +1.3% | +10.9% | +11.9% |
| 6M | +14.6% | -11.1% | +25.6% | +15.3% |
| YTD | +24.1% | -8.5% | +32.6% | +24.3% |
| 1Y | +26.6% | -2.1% | +28.7% | +25.8% |
| 3Y | +14.3% | +44.6% | -30.2% | +9.9% |
| All | -21.5% | +37.7% | -59.1% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling