-0.8%
PPL vs RBA
-26.5%
+25.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +2.7% | -2.9% | +5.6% | +2.8% |
| 30D | +0.5% | -12.3% | +12.8% | +1.0% |
| 3M | +0.7% | -20.5% | +21.2% | +1.8% |
| 6M | -7.6% | -18.5% | +10.9% | -6.7% |
| YTD | +1.8% | -18.2% | +20.0% | +2.1% |
| 1Y | -0.8% | -27.5% | +26.7% | -0.4% |
| All | -0.8% | -26.5% | +25.8% | -0.4% |
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