+116.1%
PG vs RBA
+206.5%
-90.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.8% | -2.2% | +1.1% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | +0.8% | -2.9% | +3.8% | +1.1% |
| 3M | -1.3% | -20.9% | +19.6% | +1.4% |
| 6M | -3.8% | -17.7% | +13.8% | -1.8% |
| YTD | +3.6% | -18.2% | +21.8% | +5.6% |
| 1Y | -5.7% | -29.1% | +23.4% | -2.1% |
| 3Y | +1.6% | +29.5% | -27.9% | -3.8% |
| 5Y | +14.6% | +40.2% | -25.6% | +5.5% |
| All | +116.1% | +206.5% | -90.3% | +72.6% |
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