+66.6%
PPL vs RBA
+210.9%
-144.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | 0.0% | +3.2% | -3.2% | -0.6% |
| 30D | +4.3% | +12.0% | -7.7% | +2.0% |
| 3M | +2.9% | +2.9% | 0.0% | +2.1% |
| 6M | +1.1% | -6.3% | +7.4% | +1.7% |
| YTD | +4.5% | -5.9% | +10.3% | +4.4% |
| 1Y | +0.1% | -3.9% | +4.0% | -0.4% |
| 3Y | +55.7% | +64.9% | -9.2% | +36.4% |
| 5Y | +47.6% | +48.5% | -0.9% | +29.8% |
| All | +66.6% | +210.9% | -144.3% | +14.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling