+44.9%
RBA vs PSLV
+79.9%
-35.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.1% |
| 7D | +1.7% | -6.3% | +8.0% | +2.3% |
| 30D | +8.3% | -12.7% | +21.0% | +9.4% |
| 3M | +10.5% | -24.7% | +35.3% | +13.0% |
| 6M | -5.9% | -44.6% | +38.7% | -1.0% |
| YTD | -6.9% | -33.3% | +26.4% | -5.8% |
| 1Y | -4.9% | -8.6% | +3.7% | -7.7% |
| 3Y | +64.5% | +108.2% | -43.7% | +40.9% |
| All | +44.9% | +79.9% | -35.0% | +30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling