+835.7%
PM vs RBA
+438.6%
+397.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.6% |
| 7D | -5.2% | +4.3% | -9.5% | -5.9% |
| 30D | +2.7% | +16.3% | -13.6% | -0.1% |
| 3M | +5.2% | +1.3% | +3.9% | +4.8% |
| 6M | +17.0% | -11.1% | +28.1% | +18.8% |
| YTD | +25.5% | -8.5% | +34.0% | +26.1% |
| 1Y | +35.5% | -2.1% | +37.6% | +34.4% |
| 3Y | +143.9% | +44.6% | +99.4% | +122.5% |
| 5Y | +161.8% | +36.8% | +125.0% | +137.2% |
| 10Y | +235.9% | +227.3% | +8.6% | +146.4% |
| All | +835.7% | +438.6% | +397.2% | +428.8% |
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