+443.3%
RBA vs PSLV
+117.0%
+326.3%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | -2.9% | -0.6% | -2.3% | -2.9% |
| 30D | -12.3% | +7.3% | -19.6% | -13.0% |
| 3M | -20.5% | -7.4% | -13.1% | -20.1% |
| 6M | -18.5% | -20.3% | +1.7% | -17.1% |
| YTD | -18.2% | -8.2% | -10.0% | -19.1% |
| 1Y | -27.5% | +57.9% | -85.4% | -32.9% |
| 3Y | +38.1% | +162.1% | -124.0% | +19.7% |
| 5Y | +44.8% | +151.2% | -106.4% | +25.4% |
| 10Y | +187.1% | +191.7% | -4.5% | +140.0% |
| All | +443.3% | +117.0% | +326.3% | +351.4% |
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