+763.1%
PM vs RBA
+381.1%
+382.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | -4.9% | -2.9% | -1.9% | -4.4% |
| 30D | -3.4% | -12.3% | +8.9% | -1.2% |
| 3M | +5.2% | -20.5% | +25.7% | +9.1% |
| 6M | +3.7% | -18.5% | +22.3% | +6.9% |
| YTD | +15.8% | -18.2% | +34.0% | +18.8% |
| 1Y | +17.4% | -27.5% | +44.9% | +23.0% |
| 3Y | +116.9% | +38.1% | +78.9% | +99.5% |
| 5Y | +117.3% | +44.8% | +72.5% | +94.1% |
| 10Y | +193.8% | +187.1% | +6.6% | +120.8% |
| All | +763.1% | +381.1% | +382.1% | +398.2% |
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 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