+2,906.2%
PSA vs RBA
+3,565.5%
-659.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -3.7% | -2.9% | -0.7% | -3.0% |
| 30D | -7.7% | -12.3% | +4.6% | -5.1% |
| 3M | -0.6% | -20.5% | +19.9% | +4.1% |
| 6M | -0.9% | -18.5% | +17.6% | +3.1% |
| YTD | +18.7% | -18.2% | +36.9% | +23.0% |
| 1Y | +7.6% | -27.5% | +35.1% | +14.4% |
| 3Y | +23.7% | +38.1% | -14.4% | +12.1% |
| 5Y | +13.7% | +44.8% | -31.1% | -0.2% |
| 10Y | +98.9% | +187.1% | -88.3% | +42.8% |
| All | +2,906.2% | +3,565.5% | -659.4% | +1,309.4% |
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 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