+129.9%
PSA vs RBA
+207.2%
-77.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.2% | -0.4% |
| 7D | -1.4% | +1.7% | -3.2% | -1.8% |
| 30D | +15.2% | +8.3% | +6.8% | +13.2% |
| 3M | +2.2% | +10.5% | -8.3% | 0.0% |
| 6M | +11.7% | -5.9% | +17.5% | +12.3% |
| YTD | +32.0% | -6.9% | +38.9% | +32.6% |
| 1Y | +26.3% | -4.9% | +31.1% | +26.2% |
| 3Y | +52.4% | +64.5% | -12.1% | +34.4% |
| 5Y | +26.3% | +46.1% | -19.8% | +12.1% |
| All | +129.9% | +207.2% | -77.3% | +66.8% |
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