+168.1%
PM vs RBA
+37.7%
+130.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.6% |
| 7D | -5.2% | +4.3% | -9.5% | -5.7% |
| 30D | +2.7% | +16.3% | -13.6% | +1.0% |
| 3M | +6.1% | +1.3% | +4.8% | +5.8% |
| 6M | +18.0% | -11.1% | +29.1% | +19.0% |
| YTD | +26.6% | -8.5% | +35.0% | +26.7% |
| 1Y | +36.7% | -2.1% | +38.8% | +35.5% |
| 3Y | +146.0% | +44.6% | +101.4% | +132.7% |
| All | +168.1% | +37.7% | +130.4% | +154.0% |
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 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