+199.9%
RBA vs PSLV
+190.6%
+9.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.5% | +3.8% |
| 7D | +0.1% | -3.5% | +3.5% | +0.5% |
| 30D | -2.9% | -2.1% | -0.8% | -2.8% |
| 3M | -20.9% | -1.6% | -19.3% | -21.0% |
| 6M | -17.7% | -25.5% | +7.8% | -15.0% |
| YTD | -18.2% | -11.4% | -6.8% | -19.3% |
| 1Y | -29.1% | +48.6% | -77.7% | -36.1% |
| 3Y | +29.5% | +166.9% | -137.3% | +4.1% |
| 5Y | +40.2% | +152.4% | -112.2% | +12.9% |
| All | +199.9% | +190.6% | +9.3% | +123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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