+1,067.6%
PSX vs RBA
+478.0%
+589.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | -13.1% | +4.3% | -17.4% | -14.1% |
| 30D | -9.5% | +16.3% | -25.9% | -13.0% |
| 3M | +20.2% | +1.3% | +18.9% | +19.3% |
| 6M | +44.9% | -11.1% | +56.0% | +47.5% |
| YTD | +94.4% | -8.5% | +102.9% | +95.1% |
| 1Y | +83.1% | -2.1% | +85.2% | +80.2% |
| 3Y | +132.2% | +44.6% | +87.6% | +103.6% |
| 5Y | +278.8% | +36.8% | +242.0% | +229.3% |
| 10Y | +354.2% | +227.3% | +126.8% | +183.9% |
| All | +1,067.6% | +478.0% | +589.6% | +497.7% |
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 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