+183.3%
PFE vs RBA
+3,565.6%
-3,382.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.6% | -1.3% |
| 7D | +1.8% | -2.9% | +4.7% | +2.2% |
| 30D | +10.2% | -12.3% | +22.5% | +12.5% |
| 3M | +12.7% | -20.5% | +33.2% | +16.4% |
| 6M | +10.5% | -18.5% | +29.1% | +13.6% |
| YTD | +20.2% | -18.2% | +38.4% | +23.1% |
| 1Y | +24.1% | -27.5% | +51.6% | +29.5% |
| 3Y | -3.6% | +38.1% | -41.6% | -10.6% |
| 5Y | -20.9% | +44.8% | -65.7% | -28.4% |
| 10Y | +35.8% | +187.1% | -151.3% | +5.7% |
| All | +183.3% | +3,565.6% | -3,382.3% | +43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling