+1,103.9%
PPL vs RBA
+4,058.7%
-2,954.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | +1.0% | +7.3% | -6.3% | -0.1% |
| 30D | +6.8% | +16.9% | -10.1% | +4.2% |
| 3M | +3.9% | -0.5% | +4.4% | +3.7% |
| 6M | -2.0% | -10.4% | +8.4% | -0.8% |
| YTD | +5.3% | -7.2% | +12.5% | +5.6% |
| 1Y | +2.2% | -2.2% | +4.4% | +1.5% |
| 3Y | +56.7% | +43.7% | +13.0% | +44.8% |
| 5Y | +49.1% | +38.7% | +10.4% | +36.6% |
| 10Y | +63.6% | +231.7% | -168.1% | +27.2% |
| All | +1,103.9% | +4,058.7% | -2,954.9% | +689.0% |
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