+33.7%
RBA vs PFG
+67.7%
-34.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.9% | +0.9% |
| 7D | -2.9% | +5.5% | -8.5% | -5.0% |
| 30D | -12.3% | +2.4% | -14.7% | -13.2% |
| 3M | -20.5% | +13.6% | -34.1% | -24.7% |
| 6M | -18.5% | +27.9% | -46.4% | -26.6% |
| YTD | -18.2% | +35.6% | -53.8% | -28.0% |
| 1Y | -27.5% | +48.5% | -76.0% | -38.5% |
| All | +33.7% | +67.7% | -34.0% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling