+117.4%
PM vs RBA
+45.3%
+72.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | -4.9% | -2.9% | -1.9% | -4.6% |
| 30D | -3.4% | -12.3% | +8.9% | -2.1% |
| 3M | +5.2% | -20.5% | +25.7% | +7.5% |
| 6M | +3.7% | -18.5% | +22.3% | +5.6% |
| YTD | +15.8% | -18.2% | +34.0% | +17.4% |
| 1Y | +17.4% | -27.5% | +44.9% | +20.8% |
| 3Y | +116.9% | +38.1% | +78.9% | +106.0% |
| All | +117.4% | +45.3% | +72.1% | +102.2% |
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