+101.3%
PSA vs RBA
+189.2%
-87.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.2% |
| 7D | -2.2% | -1.9% | -0.3% | -1.9% |
| 30D | -9.6% | -13.0% | +3.4% | -7.1% |
| 3M | -7.9% | -23.1% | +15.2% | -3.4% |
| 6M | -2.0% | -22.6% | +20.6% | +2.6% |
| YTD | +15.7% | -20.4% | +36.1% | +20.1% |
| 1Y | +5.8% | -29.6% | +35.4% | +12.4% |
| 3Y | +21.6% | +26.6% | -5.0% | +13.2% |
| 5Y | +13.1% | +38.2% | -25.0% | +1.6% |
| 10Y | +101.3% | +194.7% | -93.5% | +51.4% |
| All | +101.3% | +189.2% | -87.9% | +51.4% |
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