+1,064.4%
PPL vs RBA
+3,565.6%
-2,501.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +2.7% | -2.9% | +5.6% | +3.1% |
| 30D | +0.5% | -12.3% | +12.8% | +2.5% |
| 3M | +0.7% | -20.5% | +21.2% | +4.0% |
| 6M | -7.6% | -18.5% | +10.9% | -5.0% |
| YTD | +1.8% | -18.2% | +20.0% | +4.3% |
| 1Y | -0.8% | -27.5% | +26.7% | +3.5% |
| 3Y | +56.9% | +38.1% | +18.8% | +45.9% |
| 5Y | +39.5% | +44.8% | -5.3% | +26.9% |
| 10Y | +55.4% | +187.1% | -131.7% | +23.6% |
| All | +1,064.4% | +3,565.6% | -2,501.1% | +679.3% |
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