+800.1%
PH vs RBA
+185.7%
+614.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -3.1% | -2.9% | -0.1% | -1.9% |
| 30D | -3.2% | -12.3% | +9.1% | +1.5% |
| 3M | +10.6% | -20.5% | +31.1% | +19.6% |
| 6M | -2.1% | -18.5% | +16.4% | +4.5% |
| YTD | +10.2% | -18.2% | +28.4% | +16.7% |
| 1Y | +28.2% | -27.5% | +55.7% | +42.4% |
| 3Y | +134.9% | +38.1% | +96.8% | +97.6% |
| 5Y | +253.6% | +44.8% | +208.8% | +181.1% |
| All | +800.1% | +185.7% | +614.4% | +372.5% |
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