+28.9%
PM vs RBA
-4.2%
+33.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.8% | -2.5% |
| 7D | -7.3% | +2.5% | -9.8% | -7.4% |
| 30D | -4.0% | +11.6% | -15.6% | -4.4% |
| 3M | +2.7% | +1.5% | +1.2% | +2.0% |
| 6M | +14.9% | -6.6% | +21.5% | +14.7% |
| YTD | +23.5% | -6.3% | +29.8% | +20.8% |
| All | +28.9% | -4.2% | +33.1% | +25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling