+132.9%
PH vs RBA
+42.3%
+90.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +3.2% |
| 7D | +2.0% | +4.3% | -2.3% | +0.7% |
| 30D | -3.7% | +16.3% | -20.0% | -8.2% |
| 3M | -14.0% | +1.3% | -15.4% | -14.6% |
| 6M | +2.1% | -11.1% | +13.2% | +4.8% |
| YTD | +5.1% | -8.5% | +13.5% | +5.5% |
| 1Y | +10.9% | -2.1% | +13.1% | +8.1% |
| 3Y | +132.9% | +44.6% | +88.4% | +107.7% |
| All | +132.9% | +42.3% | +90.7% | +107.7% |
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