-0.3%
PG vs RBA
+26.3%
-26.5%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -2.0% |
| 7D | -3.4% | -1.9% | -1.5% | -3.3% |
| 30D | -2.6% | -13.0% | +10.4% | -1.7% |
| 3M | -3.3% | -23.1% | +19.8% | -1.7% |
| 6M | -6.7% | -22.6% | +15.9% | -5.3% |
| YTD | +1.7% | -20.4% | +22.1% | +2.9% |
| 1Y | -7.9% | -29.6% | +21.7% | -5.9% |
| All | -0.3% | +26.3% | -26.5% | -2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling