+189.6%
RBA vs PFG
+239.4%
-49.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.5% |
| 7D | -1.1% | +6.0% | -7.0% | -3.0% |
| 30D | -13.2% | +2.2% | -15.4% | -13.9% |
| 3M | -21.4% | +10.4% | -31.7% | -24.1% |
| 6M | -20.9% | +27.8% | -48.7% | -27.2% |
| YTD | -19.9% | +33.6% | -53.5% | -27.3% |
| 1Y | -28.7% | +49.3% | -78.0% | -37.6% |
| 3Y | +27.4% | +69.7% | -42.3% | +5.9% |
| 5Y | +41.7% | +111.3% | -69.6% | +8.8% |
| 10Y | +189.6% | +240.3% | -50.7% | +63.2% |
| All | +189.6% | +239.4% | -49.8% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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