+350.8%
PSX vs RBA
+208.8%
+142.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.3% |
| 7D | -0.4% | +0.6% | -1.0% | -0.5% |
| 30D | -8.1% | +9.0% | -17.1% | -10.2% |
| 3M | +15.9% | +7.2% | +8.7% | +13.5% |
| 6M | +49.4% | -7.8% | +57.1% | +50.7% |
| YTD | +104.7% | -6.4% | +111.0% | +104.1% |
| 1Y | +89.1% | -4.2% | +93.3% | +87.2% |
| 3Y | +151.7% | +64.1% | +87.7% | +112.2% |
| 5Y | +298.3% | +48.4% | +249.9% | +236.0% |
| All | +350.8% | +208.8% | +142.0% | +152.6% |
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