+3,278.1%
PSA vs RBA
+4,118.8%
-840.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | +0.8% | +3.2% | -2.4% | 0.0% |
| 30D | +15.9% | +12.0% | +3.9% | +12.9% |
| 3M | +4.2% | +2.9% | +1.3% | +3.3% |
| 6M | +10.1% | -6.3% | +16.4% | +11.0% |
| YTD | +33.3% | -5.9% | +39.2% | +33.7% |
| 1Y | +28.2% | -3.9% | +32.1% | +28.0% |
| 3Y | +54.9% | +64.9% | -10.0% | +34.9% |
| 5Y | +28.3% | +48.5% | -20.1% | +12.3% |
| 10Y | +134.1% | +211.8% | -77.8% | +65.1% |
| All | +3,278.1% | +4,118.8% | -840.7% | +1,432.7% |
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