+134.0%
PH vs RBA
+63.1%
+70.9%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.2% | -0.5% |
| 7D | +4.1% | +1.7% | +2.4% | +3.6% |
| 30D | -0.1% | +8.3% | -8.4% | -2.7% |
| 3M | -9.6% | +10.5% | -20.1% | -12.8% |
| 6M | +8.5% | -5.9% | +14.4% | +9.1% |
| YTD | +9.4% | -6.9% | +16.3% | +9.1% |
| 1Y | +14.2% | -4.9% | +19.1% | +12.6% |
| 3Y | +134.0% | +64.5% | +69.6% | +94.0% |
| All | +134.0% | +63.1% | +70.9% | +94.0% |
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