+132.7%
PSA vs RBA
+236.6%
-103.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.3% |
| 7D | +1.5% | +2.5% | -1.0% | +1.0% |
| 30D | +16.7% | +11.6% | +5.1% | +14.0% |
| 3M | +4.0% | +1.5% | +2.5% | +3.5% |
| 6M | +10.9% | -6.6% | +17.5% | +11.7% |
| YTD | +34.2% | -6.3% | +40.5% | +34.6% |
| 1Y | +26.6% | -4.0% | +30.6% | +26.3% |
| 3Y | +54.7% | +47.3% | +7.5% | +39.6% |
| 5Y | +30.0% | +47.7% | -17.6% | +15.3% |
| 10Y | +132.7% | +224.7% | -92.1% | +68.2% |
| All | +132.7% | +236.6% | -103.9% | +68.2% |
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 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