+250.9%
PM vs RBA
+225.5%
+25.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -6.6% | +3.2% | -9.8% | -7.1% |
| 30D | -3.4% | +12.0% | -15.5% | -5.3% |
| 3M | +5.3% | +2.9% | +2.4% | +4.6% |
| 6M | +15.5% | -6.3% | +21.8% | +16.1% |
| YTD | +24.3% | -5.9% | +30.1% | +24.1% |
| 1Y | +29.7% | -3.9% | +33.6% | +29.0% |
| 3Y | +144.9% | +64.9% | +80.0% | +118.6% |
| 5Y | +159.0% | +48.5% | +110.6% | +132.4% |
| 10Y | +250.9% | +211.8% | +39.1% | +150.0% |
| All | +250.9% | +225.5% | +25.5% | +150.0% |
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 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