+4,764.9%
PH vs RBA
+3,565.6%
+1,199.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -3.1% | -2.9% | -0.1% | -2.1% |
| 30D | -3.2% | -12.3% | +9.1% | +0.6% |
| 3M | +10.6% | -20.5% | +31.1% | +17.9% |
| 6M | -2.1% | -18.5% | +16.4% | +3.3% |
| YTD | +10.2% | -18.2% | +28.4% | +15.6% |
| 1Y | +28.2% | -27.5% | +55.7% | +39.7% |
| 3Y | +134.9% | +38.1% | +96.8% | +106.5% |
| 5Y | +253.6% | +44.8% | +208.8% | +198.8% |
| 10Y | +804.7% | +187.1% | +617.6% | +500.2% |
| All | +4,764.9% | +3,565.6% | +1,199.3% | +1,943.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling