+1,112.1%
PSX vs RBA
+416.3%
+695.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.1% |
| 7D | +4.5% | -2.9% | +7.5% | +5.3% |
| 30D | +26.6% | -12.3% | +38.9% | +30.4% |
| 3M | +39.3% | -20.5% | +59.8% | +46.1% |
| 6M | +56.8% | -18.5% | +75.4% | +62.9% |
| YTD | +101.8% | -18.2% | +120.1% | +108.7% |
| 1Y | +99.6% | -27.5% | +127.1% | +112.6% |
| 3Y | +140.3% | +38.1% | +102.3% | +113.1% |
| 5Y | +339.3% | +44.8% | +294.5% | +272.8% |
| 10Y | +369.9% | +187.1% | +182.7% | +203.8% |
| All | +1,112.1% | +416.3% | +695.8% | +539.4% |
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