+345.8%
PSX vs RBA
+236.6%
+109.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.4% | +0.6% | +2.4% |
| 7D | -8.0% | +2.5% | -10.5% | -8.6% |
| 30D | -9.0% | +11.6% | -20.6% | -11.6% |
| 3M | +24.7% | +1.5% | +23.2% | +23.8% |
| 6M | +49.3% | -6.6% | +56.0% | +50.2% |
| YTD | +100.2% | -6.3% | +106.4% | +99.6% |
| 1Y | +88.8% | -4.0% | +92.8% | +86.9% |
| 3Y | +152.5% | +47.3% | +105.2% | +118.9% |
| 5Y | +283.2% | +47.7% | +235.5% | +224.0% |
| 10Y | +345.8% | +224.7% | +121.1% | +147.3% |
| All | +345.8% | +236.6% | +109.3% | +147.3% |
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