+156.2%
PSX vs RBA
+63.1%
+93.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.2% | +0.6% |
| 7D | +7.8% | +1.7% | +6.1% | +7.5% |
| 30D | -10.9% | +8.3% | -19.2% | -12.0% |
| 3M | +14.5% | +10.5% | +3.9% | +12.7% |
| 6M | +56.1% | -5.9% | +62.0% | +56.1% |
| YTD | +109.6% | -6.9% | +116.4% | +108.7% |
| 1Y | +95.5% | -4.9% | +100.4% | +93.4% |
| 3Y | +156.2% | +64.5% | +91.7% | +135.7% |
| All | +156.2% | +63.1% | +93.1% | +135.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling