+3,293.5%
PSA vs RBA
+4,003.4%
-710.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.6% |
| 7D | +3.9% | +4.3% | -0.4% | +2.9% |
| 30D | +19.7% | +16.3% | +3.4% | +15.6% |
| 3M | +4.3% | +1.3% | +2.9% | +3.7% |
| 6M | +11.4% | -11.1% | +22.4% | +13.6% |
| YTD | +33.9% | -8.5% | +42.4% | +35.2% |
| 1Y | +28.3% | -2.1% | +30.4% | +27.4% |
| 3Y | +53.5% | +44.6% | +8.9% | +37.6% |
| 5Y | +30.6% | +36.8% | -6.2% | +16.4% |
| 10Y | +145.8% | +227.3% | -81.6% | +71.3% |
| All | +3,293.5% | +4,003.4% | -710.0% | +1,449.5% |
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