+148.7%
PEG vs RBA
+189.2%
-40.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | -0.1% | -1.9% | +1.8% | +0.3% |
| 30D | -1.7% | -13.0% | +11.2% | +0.8% |
| 3M | -6.8% | -23.1% | +16.3% | -2.4% |
| 6M | -11.4% | -22.6% | +11.2% | -7.4% |
| YTD | -7.2% | -20.4% | +13.2% | -4.1% |
| 1Y | -6.1% | -29.6% | +23.5% | -0.6% |
| 3Y | +31.8% | +26.6% | +5.2% | +22.1% |
| 5Y | +35.6% | +38.2% | -2.6% | +21.0% |
| 10Y | +148.7% | +194.7% | -46.0% | +74.4% |
| All | +148.7% | +189.2% | -40.5% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded RBA 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling