+209.7%
PH vs RBA
+45.7%
+164.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.3% |
| 7D | +4.3% | +1.7% | +2.6% | +3.8% |
| 30D | +0.1% | +8.3% | -8.2% | -2.6% |
| 3M | -9.4% | +10.5% | -19.9% | -12.7% |
| 6M | +8.8% | -5.9% | +14.6% | +9.4% |
| YTD | +9.6% | -6.9% | +16.5% | +9.8% |
| 1Y | +14.4% | -4.9% | +19.3% | +13.7% |
| 3Y | +134.5% | +64.5% | +70.1% | +93.0% |
| All | +209.7% | +45.7% | +164.0% | +181.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling