+518.8%
RBA vs PSLV
+57.8%
+461.0%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.2% |
| 7D | +1.7% | -6.3% | +8.0% | +2.4% |
| 30D | +8.3% | -12.7% | +21.0% | +9.7% |
| 3M | +10.5% | -24.7% | +35.3% | +13.4% |
| 6M | -5.9% | -44.6% | +38.7% | -0.6% |
| YTD | -6.9% | -33.3% | +26.4% | -5.1% |
| 1Y | -4.9% | -8.6% | +3.7% | -6.6% |
| 3Y | +64.5% | +108.2% | -43.7% | +45.5% |
| 5Y | +46.1% | +79.1% | -33.0% | +30.7% |
| 10Y | +208.2% | +137.7% | +70.6% | +163.4% |
| All | +518.8% | +57.8% | +461.0% | +429.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling