+1,351.2%
PEG vs RBA
+3,565.6%
-2,214.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.2% |
| 7D | +0.7% | -2.9% | +3.6% | +1.2% |
| 30D | -2.4% | -12.3% | +9.9% | -0.3% |
| 3M | -4.8% | -20.5% | +15.7% | -1.4% |
| 6M | -10.7% | -18.5% | +7.9% | -8.0% |
| YTD | -6.7% | -18.2% | +11.6% | -4.2% |
| 1Y | -6.8% | -27.5% | +20.7% | -2.5% |
| 3Y | +34.5% | +38.1% | -3.6% | +24.5% |
| 5Y | +35.8% | +44.8% | -9.0% | +22.6% |
| 10Y | +141.7% | +187.1% | -45.4% | +88.2% |
| All | +1,351.2% | +3,565.6% | -2,214.4% | +793.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling