+163.7%
PEG vs RBA
+204.3%
-40.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.0% |
| 7D | +2.3% | -0.5% | +2.9% | +2.4% |
| 30D | +6.1% | +6.8% | -0.7% | +4.7% |
| 3M | -0.5% | +9.5% | -10.0% | -2.4% |
| 6M | -3.2% | -8.2% | +5.1% | -2.2% |
| YTD | -4.4% | -7.7% | +3.3% | -4.1% |
| 1Y | -7.4% | -6.9% | -0.5% | -7.3% |
| 3Y | +33.9% | +61.6% | -27.7% | +18.1% |
| 5Y | +42.3% | +44.7% | -2.4% | +26.3% |
| All | +163.7% | +204.3% | -40.6% | +83.6% |
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