+146.5%
PEG vs RBA
+189.2%
-42.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | -1.0% | -1.9% | +0.9% | -0.6% |
| 30D | -2.6% | -13.0% | +10.3% | -0.1% |
| 3M | -7.6% | -23.1% | +15.5% | -3.3% |
| 6M | -12.2% | -22.6% | +10.4% | -8.3% |
| YTD | -8.1% | -20.4% | +12.3% | -5.0% |
| 1Y | -7.0% | -29.6% | +22.6% | -1.5% |
| 3Y | +30.6% | +26.6% | +4.0% | +21.0% |
| 5Y | +34.4% | +38.2% | -3.8% | +19.9% |
| 10Y | +146.5% | +194.7% | -48.3% | +72.8% |
| All | +146.5% | +189.2% | -42.7% | +72.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling